Martingale representation in progressively enlarged Lévy filtrations (Q5086907)
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scientific article; zbMATH DE number 7554287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale representation in progressively enlarged Lévy filtrations |
scientific article; zbMATH DE number 7554287 |
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Martingale representation in progressively enlarged Lévy filtrations (English)
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8 July 2022
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Lévy processes
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predictable representation property
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multiplicity of a filtration
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progressive enlargement of filtrations
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