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PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING - MaRDI portal

PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING (Q5265242)

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scientific article; zbMATH DE number 6463515
Language Label Description Also known as
English
PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING
scientific article; zbMATH DE number 6463515

    Statements

    title
    PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING (English)
    0 references
    author
    Younes Kchia
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    Philip E. Protter
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    publication date
    23 July 2015
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    zbMATH Keywords
    filtration expansion
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    semimartingale
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    insider trading
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    60G07
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    60G44
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    60G48
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    91G80
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    zbMATH DE Number
    6463515
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    arXiv ID
    1403.6323
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    OpenAlex ID
    W1797420220
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