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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Criens, D.; Glau, K. 
Titel:
Martingale Property in Terms of Semimartingale Problems 
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 cas...    »
 
Zeitschriftentitel:
Working Paper 
Jahr:
2016 
Sprache:
en 
Status:
Preprint / submitted 
TUM Einrichtung:
Lehrstuhl für Finanzmathematik