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zbMath0762.60032MaRDI QIDQ4027489

Michael J. Sharpe

Publication date: 21 February 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

lifetime semimartingale predictable projection

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Related Items (2)

On the loss of the semimartingale property at the hitting time of a level ⋮ STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT

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