Stability of stochastic integrals under change of filtration

DOI10.1016/0304-4149(94)90119-8MaRDI QIDQ1327546zbMATH OpenOpenAlexFDO

Authors Eric V. Slud

Publication date 27 January 1997

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)90119-8

zbMATH Keywords

semimartingalequadratic variationfiltrationpredictable processpredictable projectionpurely discontinuous

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)

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