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

@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G44
@@ Property / Mathematics Subject Classification ID: 60G44 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 60G05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G07
@@ Property / Mathematics Subject Classification ID: 60G07 / rank @@
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@@ Property / zbMATH DE Number @@
+6473545
@@ Property / zbMATH DE Number: 6473545 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+augmentation of filtrations
@@ Property / zbMATH Keywords: augmentation of filtrations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stopping times
@@ Property / zbMATH Keywords: stopping times / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+strict local martingales
@@ Property / zbMATH Keywords: strict local martingales / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W1674197811
@@ Property / OpenAlex ID: W1674197811 / rank @@
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@@ Property / arXiv ID @@
+.4243
@@ Property / arXiv ID: 1108.4243 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Integration with Jumps
@@ Property / cites work: Stochastic Integration with Jumps / rank @@
+Normal rank
@@ Property / cites work @@
+On the hedging of options on exploding exchange rates
+Normal rank
@@ Property / cites work @@
+Arbitrage possibilities in Bessel processes and their relations to local martingales
+Normal rank
@@ Property / cites work @@
+The exit measure of a supermartingale
@@ Property / cites work: The exit measure of a supermartingale / rank @@
+Normal rank
@@ Property / cites work @@
+Strict local martingales and bubbles
@@ Property / cites work: Strict local martingales and bubbles / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of continuous strict local martingales via \(h\)-transforms
+Normal rank
@@ Property / cites work @@
+Q5533878
@@ Property / cites work: Q5533878 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:491703