A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (Q491703): Difference between revisions

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Property / arXiv ID: 1108.4243 / rank
 
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Latest revision as of 15:25, 10 July 2024

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A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale
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    A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (English)
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    19 August 2015
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    augmentation of filtrations
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    stopping times
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    strict local martingales
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