Doob's maximal identity, multiplicative decompositions and enlargements of filtrations

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Publication:2505488

zbMath1101.60059arXivmath/0503386MaRDI QIDQ2505488

Marc Yor, Ashkan Nikeghbali

Publication date: 26 September 2006

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503386




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