Projections, Pseudo-Stopping Times and the Immersion Property (Q5270109): Difference between revisions
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Property / author: Li-Bo Li / rank | |||
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Property / OpenAlex ID: W2520138078 / rank | |||
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Property / arXiv ID: 1409.0298 / rank | |||
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Property / cites work: On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration / rank | |||
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Property / cites work: Arbitrages in a Progressive Enlargement Setting / rank | |||
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Property / cites work: Q4657105 / rank | |||
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Property / cites work: Q4274285 / rank | |||
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Property / cites work: Q4778955 / rank | |||
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Property / cites work: Semi-martingales et grossissement d'une filtration / rank | |||
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Property / cites work: A definition and some characteristic properties of pseudo-stopping times / rank | |||
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Property / cites work: A ‘NON-STOPPING’ TIME WITH THE OPTIONAL-STOPPING PROPERTY / rank | |||
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Latest revision as of 00:01, 14 July 2024
scientific article; zbMATH DE number 6734518
Language | Label | Description | Also known as |
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English | Projections, Pseudo-Stopping Times and the Immersion Property |
scientific article; zbMATH DE number 6734518 |
Statements
Projections, Pseudo-Stopping Times and the Immersion Property (English)
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22 June 2017
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filtrations
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projections
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pseudo-stopping times
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immersion property
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local martingales
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