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• W2945756004 abstract "Starting from the seventies mathematicians face the question whether a non-negative local martingale is a true or a strict local martingale. In this article we answer this question from a semimartingale perspective. We connect the martingale property to existence, uniqueness and topological properties of semimartingale problems. This not only leads to valuable characterizations of the martingale property, but also reveals new existence and uniqueness results for semimartingale problems. As a case study we derive explicit conditions for the martingale property of stochastic exponentials driven by infinite-dimensional Brownian motion." @default.
• W2945756004 created "2019-05-29" @default.
• W2945756004 creator A5030208177 @default.
• W2945756004 creator A5036764370 @default.
• W2945756004 date "2016-05-27" @default.
• W2945756004 modified "2023-09-23" @default.
• W2945756004 title "Martingality in Terms of Semimartingale Problems" @default.
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• W2945756004 hasPublicationYear "2016" @default.
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