Integral representations of martingales for progressive enlargements of filtrations

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Publication:2419970

DOI10.1016/j.spa.2018.04.009zbMath1488.60175arXiv1512.03992OpenAlexW2805154588WikidataQ129756434 ScholiaQ129756434MaRDI QIDQ2419970

Marek Rutkowski, Anna Aksamit, Monique Jeanblanc-Picqué

Publication date: 4 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.03992




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