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On Local Martingale and its Supremum: Harmonic Functions and beyond

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Authors and Affiliations

  1. Wydział Matematyki, Uniwersytet Warszawski, Banacha 2, 02-097, Warszawa, Poland

    Jan Oblój

  2. Université Paris 6, Laboratoire de Probabilités et Modèles Aléatoires, 4 pl. Jussieu, Boˆite 188, 75252, Paris Cedex 05, France

    Marc Yor

Authors
  1. Jan Oblój
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  2. Marc Yor
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Oblój, J., Yor, M. (2006). On Local Martingale and its Supremum: Harmonic Functions and beyond. In: From Stochastic Calculus to Mathematical Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30788-4_25

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