Changes of filtrations and of probability measures (Q3051166)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Changes of filtrations and of probability measures |
scientific article |
Statements
Changes of filtrations and of probability measures (English)
0 references
1978
0 references
changes of filtrations and of probability measures
0 references
stochastic integral
0 references
stopping times
0 references
local martingales
0 references
separation theorem
0 references
0 references
0 references
0 references
0 references
