Enlargement of σ-Algebras and Compactness of Time Changes

DOI10.4153/CJM-1977-102-0MaRDI QIDQ4155558zbMATH OpenFDO

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
• scientific article; zbMATH DE number 3658773 (Why is no real title available?)
• Processes with state-dependent hitting probabilities and their equivalence under time changes
• Weak Limits of Stopped Diffusions

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