A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (Q491703)
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scientific article; zbMATH DE number 6473545
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| English | A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale |
scientific article; zbMATH DE number 6473545 |
Statements
A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (English)
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19 August 2015
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augmentation of filtrations
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stopping times
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strict local martingales
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0.7902635335922241
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0.7501848936080933
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0.7445976138114929
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0.7325543165206909
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0.7276096940040588
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