Measure changes with extinction (Q1012118)
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scientific article
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| English | Measure changes with extinction |
scientific article |
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Measure changes with extinction (English)
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14 April 2009
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The authors prove that the inverse of the density of a change of probability measure is only a supermartingale (and not a martingale, as some earlier papers claim...)
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0.7793174
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0.7775047
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0.77082765
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0.7691846
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0.7688952
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0.76881427
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