Enlargement of σ-Algebras and Compactness of Time Changes

DOI10.4153/CJM-1977-102-0zbMATH Open0375.60041MaRDI QIDQ4155558FDOQ4155558

Authors: R. Chacón, J. R. Baxter 

Publication date: 1977

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

Mathematics Subject Classification ID

Stochastic processes (60Gxx) Foundations of stochastic processes (60G05) Markov processes (60Jxx)

Cited In (4)

• Processes that can be embedded in a geometric Brownian motion
• Title not available (Why is that?)
• Processes with state-dependent hitting probabilities and their equivalence under time changes
• Weak Limits of Stopped Diffusions

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