Convergence of Local Supermartingales
arXiv:2003.06026
Abstract
We characterize the event of convergence of a local supermartingale. Conditions are given in terms of its predictable characteristics and quadratic variation. The notion of stationarily local integrability plays a key role.
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, forthcoming, 2020; This paper was part of arXiv:1411.6229