A Local Property of Special Semimartingales
Received:April 09, 1996  Revised:January 10, 1998
Key Words: local martingale   special semimartingale   local property.  
Fund Project:
Author NameAffiliation
Ren Yaofeng Dept. of Math.
The Naval Academic Institute of Engineering of China
Wuhan 430033 
Liang Hanying Dept. of Appl. Math.
Tongji University
Shanhai 200092 
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Abstract:
      In this paper we study a local property of special semimartingales and obtain some extensions.
Citation:
DOI:10.3770/j.issn:1000-341X.1999.02.024
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