Dominated families of martingale, supermartingale and quasimartingale laws

DOI10.1016/0304-4149(96)00073-7zbMath0908.60027OpenAlexW1994222882MaRDI QIDQ1272172

Marco Frittelli

Publication date: 23 November 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(96)00073-7

zbMATH Keywords

semimartingaleequivalent probability measurequasimartingale law

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44)

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