On the continuity of natural filtrations of processes with independent increments

DOI10.1137/S0040585X97984528MaRDI QIDQ3087756zbMATH OpenFDO

Authors V. M. Kruglov

Publication date 16 August 2011

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97984528

zbMATH Keywords

filtrationindependent incrementsrandom processstochastic continuity

Mathematics Subject Classification ID

Foundations of probability theory (60A99) Processes with independent increments; Lévy processes (60G51)

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