Stability of stochastic integrals under change of filtration

DOI10.1016/0304-4149(94)90119-8zbMath0856.60040OpenAlexW2037290258MaRDI QIDQ1327546

Eric V. Slud

Publication date: 27 January 1997

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90119-8

zbMATH Keywords

filtrationquadratic variationsemimartingalepredictable projectionpredictable processpurely discontinuous

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)

Related Items (1)

Stochastic integrals and two filtrations

Cites Work

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