51 citations · 256 across the 30 of their papers we have counts for
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math.PR2017★ 1 cited
Stochastic Exponentials and Logarithms on Stochastic Intervals -- A Survey
Martin Larsson, Johannes Ruf
Stochastic exponentials are defined for semimartingales on stochastic intervals, and stochastic logarithms are defined for semimartingales, up to the first time the semimartingale…
math.PR2017★ 2 cited
Local martingales in discrete time
Vilmos Prokaj, Johannes Ruf
For any discrete-time --local martingale there exists a probability measure such that is a --martingale. A new proof for this result is provided. The core…