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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Revision as of 14:22, 18 April 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 |
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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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