O’Cinneide, Colm; Protter, Philip An elementary approach to naturality, predictability, and the fundamental theorem of local martingales. (English) Zbl 0998.60041 Stoch. Models 17, No. 4, 449-458 (2001). Summary: We give non-technical proofs of the predictability of natural processes and the fundamental theorem of local martingales. Some arguments are shortened through a novel use of an elementary inequality known as “Chebyshev’s other inequality”. Cited in 1 Document MSC: 60G44 Martingales with continuous parameter Keywords:martinagle; stopping time; natural process; predictable process; accessible stopping time PDFBibTeX XMLCite \textit{C. O'Cinneide} and \textit{P. Protter}, Stoch. Models 17, No. 4, 449--458 (2001; Zbl 0998.60041) Full Text: DOI