The Uniform Integrability Of Continuous Martingaless

The uniform integrability plays a very important part in stochastic process , specially in martingale theory . There are many results with important relations to it , such as the covergance theorem and stopping time . In fact , this property has been studied in a lot of theses . [7] , [9] and [10] gave some sufficient and necessary conditions of making martingales uniformly integrable , and [8] gave the special one : the continuous local matingale {Xt t R+}is uniformly integrable if and only if This paper gives the sufficient and necessary condition of making sub-martingale uniformly integrable , in addition , derives some sufficient conditions and necessary ones by another way .