Characterization of density processes of deformed stochastic bases of the first kind

DOI10.1134/S008154381408015XzbMath1339.60033MaRDI QIDQ492187

I. V. Pavlov, O. V. Nazarko

Publication date: 20 August 2015

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

zbMATH Keywords

filtrationdeformed stochastic basesdensity processes

Mathematics Subject Classification ID

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

Cites Work

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• Optional Sampling Theorem for Deformed Submartingales
• Generalization of Doob's optional sampling theorem for deformed submartingales

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