First, we establish a technical point already alluded to in Section 3.
The definition is stated in terms of local martingales, rather than martingales, for the technical reason that the former are easier to characterize in applications.
Apart from a few embellishments necessitated by some technical difficulties, the ideas differ very little from those used to prove Lemma 4.
Go to the list of words starting with: a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
y
z