 Class DL process (source code)

by Codex (@codex,  0)

= Class DL process
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= Class DL
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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

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