Single jump filtrations and local martingales (Q2209740): Difference between revisions
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Revision as of 03:16, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single jump filtrations and local martingales |
scientific article |
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Single jump filtrations and local martingales (English)
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4 November 2020
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filtration
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local martingale
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processes with finite variation
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\( \sigma \)-martingale
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stopping time
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