Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale
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Publication:5014524
DOI10.1007/978-3-030-76829-4_11zbMath1483.60064MaRDI QIDQ5014524
Alexander A. Gushchin, Assylliya K. Zhunussova
Publication date: 8 December 2021
Published in: Operator Theory and Harmonic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-76829-4_11
60G44: Martingales with continuous parameter
Cites Work