GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS (Q2746378): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Tsung-Ming Chao / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Ching-Sung Chou / rank | |||
Normal rank |
Revision as of 01:03, 22 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS |
scientific article |
Statements
GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS (English)
0 references
10 July 2002
0 references
extension of filtration
0 references
semimartingale
0 references
special semimartingale
0 references
canonical decomposition
0 references
Poisson bridge
0 references