Synonymity, generalized martingales, and subfiltrations

DOI10.1214/AOP/1176993221MaRDI QIDQ797213zbMATH OpenOpenAlexFDO

Authors Douglas N. Hoover

Publication date 1984

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993221

zbMATH Keywords

semimartingaledecompositionssynonymity

Mathematics Subject Classification ID

Generalizations of martingales (60G48) General theory of stochastic processes (60G07)

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