{"id":"W4392788355","doi":"10.1080/17442508.2024.2307015","title":"Criteria for what makes a local optional martingale a true martingale","year":2024,"lang":"en","type":"article","venue":"Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Martingale pricing; Martingale (probability theory); Doob's martingale inequality; Local martingale; Mathematics; Econometrics; Applied mathematics","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.02383213,0.0007075115,0.002133903,0.002877662,0.002169621,0.006450293,0.002330173,0.004935837,0.009102753],"category_scores_gemma":[0.1013767,0.0009980762,0.002650202,0.001391923,0.01324047,0.02053595,0.004953421,0.005757467,0.001071767],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002263795,"about_ca_system_score_gemma":0.00249506,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008488557,"about_ca_topic_score_gemma":0.000858433,"domain_scores_codex":[0.9888793,0.003043597,0.00137401,0.002695057,0.002543086,0.001464878],"domain_scores_gemma":[0.8414052,0.1144111,0.0104294,0.00979727,0.0158126,0.008144367],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001108728,0.0000440237,0.002521888,0.0001555162,0.00003966142,0.0002852816,0.0003656703,0.00282063,0.001374632,0.9876744,0.001112349,0.003495065],"study_design_scores_gemma":[0.00005956652,0.0001171508,0.002537238,0.0001534211,0.00003822484,0.0002708778,0.0004597309,0.02066992,0.002263311,0.9694937,0.003851841,0.00008507079],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3003982,0.002057295,0.6225179,0.007404507,0.0004941846,0.0003578993,0.001213782,0.0005257042,0.06503056],"genre_scores_gemma":[0.9147642,0.00065747,0.07528044,0.000964346,0.0007413942,0.0004161454,0.0007342695,0.00026979,0.006171923],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.02383213,"threshold_uncertainty_score":0.1260378,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04105569542682345,"score_gpt":0.2803652169695771,"score_spread":0.2393095215427536,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}