Linking Progressive and Initial Filtration Expansions
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Publication:2841794
DOI10.1007/978-1-4614-5906-4_21zbMath1317.60047arXiv1104.4139OpenAlexW1581851581MaRDI QIDQ2841794
Younes Kchia, Martin Larsson, Philip E. Protter
Publication date: 30 July 2013
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.4139
Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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