Filtrations for which all \({\mathcal H}^2\) martingales are of integrable variation; distances between \(\sigma\)-algebras (Q2481399)
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scientific article; zbMATH DE number 5261707
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| English | Filtrations for which all \({\mathcal H}^2\) martingales are of integrable variation; distances between \(\sigma\)-algebras |
scientific article; zbMATH DE number 5261707 |
Statements
Filtrations for which all \({\mathcal H}^2\) martingales are of integrable variation; distances between \(\sigma\)-algebras (English)
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9 April 2008
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integrable variation
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filtration
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metric
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sigma-algebra
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0.7671266198158264
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0.7622315287590027
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