Single jump filtrations and local martingales (Q2209740)
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scientific article; zbMATH DE number 7270213
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| default for all languages | No label defined |
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| English | Single jump filtrations and local martingales |
scientific article; zbMATH DE number 7270213 |
Statements
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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0.8684790730476379
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0.766180694103241
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