Ichiba, Tomoyuki; Karatzas, Ioannis; Prokaj, Vilmos; Yan, Minghan Stochastic integral equations for Walsh semimartingales. (English. French summary) Zbl 1391.60090 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 726-756 (2018). MSC: 60G42 60H10 PDFBibTeX XMLCite \textit{T. Ichiba} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 726--756 (2018; Zbl 1391.60090) Full Text: DOI arXiv Euclid
Prokaj, Vilmos; Ruf, Johannes Local martingales in discrete time. (English) Zbl 1390.60158 Electron. Commun. Probab. 23, Paper No. 31, 11 p. (2018). MSC: 60G42 60G48 PDFBibTeX XMLCite \textit{V. Prokaj} and \textit{J. Ruf}, Electron. Commun. Probab. 23, Paper No. 31, 11 p. (2018; Zbl 1390.60158) Full Text: DOI arXiv Euclid
Prokaj, V.; Rásonyi, M. Local and true martingales in discrete time. (English. Russian original) Zbl 1226.60061 Theory Probab. Appl. 55, No. 2, 325-332 (2011); translation from Teor. Veroyatn. Primen. 55, No. 2, 398-404 (2010). MSC: 60G42 PDFBibTeX XMLCite \textit{V. Prokaj} and \textit{M. Rásonyi}, Theory Probab. Appl. 55, No. 2, 325--332 (2011; Zbl 1226.60061); translation from Teor. Veroyatn. Primen. 55, No. 2, 398--404 (2010) Full Text: DOI