Thin times and random times' decomposition (Q2042766)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Thin times and random times' decomposition |
scientific article |
Statements
Thin times and random times' decomposition (English)
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21 July 2021
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(semi)martingale stability
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avoidance of stopping time
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dual optional projection
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graph of a random time
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honest times
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hypothesis \((\mathcal{H}')\)
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immersion
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progressive enlargement of filtration
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thin times
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thin-thick decomposition
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