Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis

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Publication:2076599

DOI10.1214/21-EJP694zbMath1497.60066OpenAlexW3198349192MaRDI QIDQ2076599

Dongli Wu, Monique Jeanblanc-Picqué, Pavel V. Gapeev

Publication date: 22 February 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/21-ejp694






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