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Convergence of local supermartingales and Novikov-Kazamaki type conditions for processes with jumps

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 extended local integrability plays a key role. We then apply these characterizations to provide a novel proof for the sufficiency and necessity of Novikov-Kazamaki type conditions for the martingale property of nonnegative local martingales with jumps.

preprint2014arXivOpen access
Martin LarssonJohannes Ruf
math.PR
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Open access2 authors1 topic
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Martin LarssonJohannes Ruf

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