Single jump filtrations and local martingales
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Publication:2209740
DOI10.15559/20-VMSTA153zbMath1472.60076arXiv2006.14816MaRDI QIDQ2209740
Publication date: 4 November 2020
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.14816
Related Items (3)
On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions ⋮ The Joint Law of a Max-Continuous Local Submartingale and Its Maximum ⋮ Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale
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