The positive-rate error martingale

References

• J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter IV.

theorem BGW.StableTrees.martingale_discountedErrorMartingale {θ : ℝ} (hθ : 1 < θ ∧ θ ≤ 2) {q ε : ℝ} (hq : 0 < q) (hε : 0 < ε) : MeasureTheory.Martingale (fun (t : NNReal) (f : Skorokhod.DLoc) => discountedErrorMartingale θ q ε t f) Skorokhod.DLoc.filtration ↑(stableLocalLaw θ)

Conditional occupation and clock potentials give the positive-rate error martingale.