 Class DL process

An adapted process is of class DL when, for every finite $T$, the family $\{X_{\tau }:\tau \le T\text{ a stopping time}\}$ is uniformly integrable. A local martingale is a true martingale exactly when it has this property. This is a local-in-time condition, not uniform integrability over the whole half-line.

// Target: probability-and-statistics.bigb