Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026)
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scientific article; zbMATH DE number 7554639
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| English | Optional decomposition of optional supermartingales and applications to filtering and finance |
scientific article; zbMATH DE number 7554639 |
Statements
Optional decomposition of optional supermartingales and applications to filtering and finance (English)
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8 July 2022
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optional decomposition
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uniform Doob-Meyer decomposition
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unusual probability spaces
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optional semimartingales
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filtering of semimartingales
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financial model with incomplete information
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0.9511913
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0.92680883
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0.9130299
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0.9011744
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0.88331497
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0.87875235
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0.87772495
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