Changes of filtrations and of probability measures

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Publication:3051166

DOI10.1007/BF00537538zbMath0415.60048OpenAlexW2043034463MaRDI QIDQ3051166

Marc Yor, Pierre Brémaud

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00537538


zbMATH Keywords

separation theoremstopping timesstochastic integrallocal martingaleschanges of filtrations and of probability measures


Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)


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