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Single jump filtrations and local martingales - MaRDI portal

Single jump filtrations and local martingales (Q2209740)

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Single jump filtrations and local martingales
scientific article

    Statements

    title
    Single jump filtrations and local martingales (English)
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    publication date
    4 November 2020
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    zbMATH Keywords
    filtration
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    local martingale
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    processes with finite variation
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    \( \sigma \)-martingale
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    stopping time
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    Identifiers

    DOI
    10.15559/20-VMSTA153
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    zbMATH DE Number
    7270213
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    arXiv ID
    2006.14816
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