@inbook{d2fbc03efd8443be84f64a7ddafb813c,
title = "On a lemma by Ansel and Stricker",
abstract = "The purpose of this short note is to provide a different proof of the Ansel and Stricker{\textquoteright}s lemma, which also allows us to give a formulation of this result for the stochastic integral of measure-valued processes with respect to a family of semimartingales, indexed by a continuous parameter.",
keywords = "local martingale, supermartingale, measure-valued processes, local martingale, supermartingale, measure-valued processes",
author = "{De Donno}, Marzia and Maurizio Pratelli",
year = "2007",
doi = "10.1007/978-3-540-71189-6_22",
language = "English",
isbn = "978-354071188-9",
volume = "1899",
series = "LECTURE NOTES IN MATHEMATICS",
pages = "411--414",
booktitle = "Lecture Notes in Mathematics. Seminaire de Probabilites XL",
}