Stability of stochastic integrals under change of filtration (Q1327546)
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scientific article; zbMATH DE number 590985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of stochastic integrals under change of filtration |
scientific article; zbMATH DE number 590985 |
Statements
Stability of stochastic integrals under change of filtration (English)
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27 January 1997
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filtration
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predictable process
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predictable projection
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purely discontinuous
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quadratic variation
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semimartingale
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0.91849667
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0.91123587
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0.9078167
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0.90175086
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0.90145016
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