Non-extremal martingale with Brownian filtration

DOI10.5269/BSPM.45542OpenAlexW4210355969MaRDI QIDQ6189529FDOQ6189529

Authors: Sakrani Samia 

Publication date: 8 February 2024

Published in: Boletim da Sociedade Paranaense de Matemática (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5269/bspm.45542

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zbMATH Keywords

Brownian filtrationpure martingaleextremal martingalepure filtration

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44)

Cites Work

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• Triple points: From non-Brownian filtrations to harmonic measures
• Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I
• On standardness and \(I\)-cosiness
• On extremal solutions of martingale problems
• On the fields of some Brownian martingales
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• Statistical causality and martingale representation property with application to stochastic differential equations
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