Divergent logarithmic clock for a positive local martingale tending to zero
ID: divergent-logarithmic-clock-for-a-positive-local-martingale-tending-to-zero
Write a positive continuous local martingale as using its stochastic logarithm. If , its logarithmic bracket must diverge. Otherwise the finite-bracket convergence lemma makes converge finitely and the exponential has a positive limit.
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