{"id":"https://openalex.org/W2013937202","doi":"https://doi.org/10.1007/s00780-008-0063-y","title":"In discrete time a local martingale is a martingale under\u00a0an\u00a0equivalent\u00a0probability\u00a0measure","display_name":"In discrete time a local martingale is a martingale under\u00a0an\u00a0equivalent\u00a0probability\u00a0measure","publication_year":2008,"publication_date":"2008-03-12","ids":{"openalex":"https://openalex.org/W2013937202","doi":"https://doi.org/10.1007/s00780-008-0063-y","mag":"2013937202"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-008-0063-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-008-0063-y","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5028886378","display_name":"Yuri Kabanov","orcid":"https://orcid.org/0000-0002-6275-1112"},"institutions":[{"id":"https://openalex.org/I2802368776","display_name":"Central Economics and Mathematics Institute","ror":"https://ror.org/02n937p61","country_code":"RU","type":"facility","lineage":["https://openalex.org/I1313323035","https://openalex.org/I2802368776","https://openalex.org/I4210120228"]},{"id":"https://openalex.org/I4210155549","display_name":"Laboratoire de Math\u00e9matiques Blaise Pascal","ror":"https://ror.org/05sd5r855","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I198244214","https://openalex.org/I4210141950","https://openalex.org/I4210155549"]},{"id":"https://openalex.org/I4387152972","display_name":"Laboratoire de Math\u00e9matiques de Besan\u00e7on","ror":"https://ror.org/04nrhwg12","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4387152972","https://openalex.org/I4405256580"]},{"id":"https://openalex.org/I90843659","display_name":"Universit\u00e9 de franche-comt\u00e9","ror":"https://ror.org/03pcc9z86","country_code":"FR","type":"education","lineage":["https://openalex.org/I90843659"]}],"countries":["FR","RU"],"is_corresponding":true,"raw_author_name":"Yuri Kabanov","raw_affiliation_strings":["Central Economics and Mathematics Institute, Moscow, Russia","Laboratoire de Math\u00e9matiques, Universit\u00e9 de Franche-Comt\u00e9, 16 Route de Gray, 25030, Besan\u00e7on cedex, France","Central Economics and Mathematics Institute","Universit\u00e9 de Franche-Comt\u00e9"],"affiliations":[{"raw_affiliation_string":"Central Economics and Mathematics Institute, Moscow, Russia","institution_ids":["https://openalex.org/I2802368776"]},{"raw_affiliation_string":"Laboratoire de Math\u00e9matiques, Universit\u00e9 de Franche-Comt\u00e9, 16 Route de Gray, 25030, Besan\u00e7on cedex, France","institution_ids":["https://openalex.org/I90843659","https://openalex.org/I4387152972","https://openalex.org/I4210155549"]},{"raw_affiliation_string":"Central Economics and Mathematics Institute","institution_ids":["https://openalex.org/I2802368776"]},{"raw_affiliation_string":"Universit\u00e9 de Franche-Comt\u00e9","institution_ids":["https://openalex.org/I90843659"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5028886378"],"corresponding_institution_ids":["https://openalex.org/I2802368776","https://openalex.org/I4210155549","https://openalex.org/I4387152972","https://openalex.org/I90843659"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.7883,"has_fulltext":false,"cited_by_count":17,"citation_normalized_percentile":{"value":0.79456584,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"12","issue":"3","first_page":"293","last_page":"297"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9775000214576721,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13234","display_name":"advanced mathematical theories","score":0.9449999928474426,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/doobs-martingale-inequality","display_name":"Doob's martingale inequality","score":0.8925880789756775},{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.816243052482605},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.7814640402793884},{"id":"https://openalex.org/keywords/martingale-pricing","display_name":"Martingale pricing","score":0.7603883743286133},{"id":"https://openalex.org/keywords/local-martingale","display_name":"Local martingale","score":0.7577842473983765},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6560232639312744},{"id":"https://openalex.org/keywords/martingale-difference-sequence","display_name":"Martingale difference sequence","score":0.6357237100601196},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.39525270462036133},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3448643684387207},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.228131502866745},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.11597216129302979}],"concepts":[{"id":"https://openalex.org/C185637853","wikidata":"https://www.wikidata.org/wiki/Q1242402","display_name":"Doob's martingale inequality","level":4,"score":0.8925880789756775},{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.816243052482605},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.7814640402793884},{"id":"https://openalex.org/C76374431","wikidata":"https://www.wikidata.org/wiki/Q6777132","display_name":"Martingale pricing","level":4,"score":0.7603883743286133},{"id":"https://openalex.org/C58435881","wikidata":"https://www.wikidata.org/wiki/Q1868500","display_name":"Local martingale","level":3,"score":0.7577842473983765},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6560232639312744},{"id":"https://openalex.org/C30268764","wikidata":"https://www.wikidata.org/wiki/Q3707378","display_name":"Martingale difference sequence","level":3,"score":0.6357237100601196},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.39525270462036133},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3448643684387207},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.228131502866745},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.11597216129302979}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00780-008-0063-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-008-0063-y","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:finsto:v:12:y:2008:i:3:p:293-297","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00780-008-0063-y","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities","score":0.5199999809265137}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1251317174","https://openalex.org/W1986392102","https://openalex.org/W1991699346","https://openalex.org/W1995585591","https://openalex.org/W2006470286","https://openalex.org/W2078274626","https://openalex.org/W2232913842","https://openalex.org/W2500486994","https://openalex.org/W3141991840","https://openalex.org/W4237738119"],"related_works":["https://openalex.org/W1978561097","https://openalex.org/W3123844941","https://openalex.org/W2996215962","https://openalex.org/W2358946586","https://openalex.org/W2040425860","https://openalex.org/W2013937202","https://openalex.org/W2335487262","https://openalex.org/W3123900559","https://openalex.org/W2009520599","https://openalex.org/W2021764764"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-04-17T18:11:37.981687","created_date":"2025-10-10T00:00:00"}