Non-extremal martingale with Brownian filtration

DOI10.5269/BSPM.45542MaRDI QIDQ6189529OpenAlexFDO

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

zbMATH Keywords

Brownian filtrationpure martingaleextremal martingalepure filtration

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 1210408 (Why is no real title available?)
• scientific article; zbMATH DE number 926740 (Why is no real title available?)
• scientific article; zbMATH DE number 1405935 (Why is no real title available?)
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• Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I
• On extremal solutions of martingale problems
• On standardness and \(I\)-cosiness
• On the fields of some Brownian martingales
• Statistical causality and martingale representation property with application to stochastic differential equations
• Triple points: From non-Brownian filtrations to harmonic measures

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