Optional decomposition for continuous semimartingales under arbitrary filtrations (Q2517289)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optional decomposition for continuous semimartingales under arbitrary filtrations |
scientific article |
Statements
Optional decomposition for continuous semimartingales under arbitrary filtrations (English)
0 references
17 August 2015
0 references
semimartingales
0 references
optional decomposition
0 references
local martingale deflators
0 references