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Generalization of the local supermartingale convergence theorem to special semimartingales
Special-semimartingale convergence conjecture. Theorem4.3 should remain valid for $X$ if, in conditions (b $”$ ) and (c), the process $A$ is replaced by its total variation process…
Conjectureopenmartingale-convergence semimartingales stochastic-processesarXiv posted 2 days ago

Generalization of the local supermartingale convergence theorem to special semimartingales