Single jump filtrations and local martingales (Q2209740): Difference between revisions

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Latest revision as of 00:18, 24 July 2024

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Single jump filtrations and local martingales
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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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