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Non-extremal martingale with Brownian filtration - MaRDI portal

Non-extremal martingale with Brownian filtration (Q6189529)

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scientific article; zbMATH DE number 7801857
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English
Non-extremal martingale with Brownian filtration
scientific article; zbMATH DE number 7801857

    Statements

    title
    Non-extremal martingale with Brownian filtration (English)
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    author
    Sakrani Samia
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    publication date
    8 February 2024
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    zbMATH Keywords
    extremal martingale
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    Brownian filtration
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    pure martingale
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    pure filtration
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    Identifiers

    DOI
    10.5269/bspm.45542
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    zbMATH DE Number
    7801857
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    OpenAlex ID
    W4210355969
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