ornament priskrbeti Opica square integrable martingale is uniformly integrable Bela regija Stisni
real analysis - Karatzas and Shreve solution to uniform integrability of backward martingale - Mathematics Stack Exchange
Semimartingales
Square Integrable Martingales - The Study of Society | SOCL 1A - Docsity
probability theory - how to construct a square-integrable martingale by using standard stopping time argument? - Mathematics Stack Exchange
probability theory - For a positive cadlag process $U$ and local martingale $X$, why is $\int U^{-1}d[U,X]$ a finite variation process? - Mathematics Stack Exchange