Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale (Q5014524)
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scientific article; zbMATH DE number 7440861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale |
scientific article; zbMATH DE number 7440861 |
Statements
Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale (English)
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8 December 2021
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filtration
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local martingale
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\( \sigma \)-martingale
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single jump filtration
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