Markov bridges and enlarged filtrations (Q4710941)
From MaRDI portal
scientific article; zbMATH DE number 4434
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov bridges and enlarged filtrations |
scientific article; zbMATH DE number 4434 |
Statements
Markov bridges and enlarged filtrations (English)
0 references
25 June 1992
0 references
Markov bridges
0 references
enalrged filtrations
0 references
representation as a semimartingale
0 references
