On natural and predictable processes

DOI10.1007/s13171-015-0074-7zbMath1338.60104OpenAlexW1676008402MaRDI QIDQ288261

Victor M. Kruglov

Publication date: 25 May 2016

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-015-0074-7

zbMATH Keywords

stopping timemartingalenatural processpredictable process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Foundations of stochastic processes (60G05)

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On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions, Stochastic integrals and two filtrations

Cites Work

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