On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (Q2798580)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration |
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On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (English)
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13 April 2016
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semimartingale decomposition
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enlarged filtrations
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local martingales
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