Integral representations of martingales for progressive enlargements of filtrations (Q2419970)
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scientific article; zbMATH DE number 7062614
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Integral representations of martingales for progressive enlargements of filtrations |
scientific article; zbMATH DE number 7062614 |
Statements
Integral representations of martingales for progressive enlargements of filtrations (English)
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4 June 2019
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predictable representation property
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Poisson process
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random time
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progressive enlargement
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pseudo-stopping time
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0.9512532
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0.9435069
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0.92578894
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0.92009634
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0.9183467
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