A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (Q491703): Difference between revisions
From MaRDI portal
Latest revision as of 15:25, 10 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale |
scientific article |
Statements
A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (English)
0 references
19 August 2015
0 references
augmentation of filtrations
0 references
stopping times
0 references
strict local martingales
0 references