Drift operator in a viable expansion of information flow (Q288832): Difference between revisions

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Revision as of 15:45, 8 December 2024

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Drift operator in a viable expansion of information flow
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    Drift operator in a viable expansion of information flow (English)
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    27 May 2016
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    filtration enlargement
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    information flow
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    drift operator
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    market viability
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    martingale representation property
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    conditional multiplicity
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    local martingale deflator
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