Non-extremal martingale with Brownian filtration

DOI10.5269/bspm.45542OpenAlexW4210355969MaRDI QIDQ6189529

Sakrani Samia

Publication date: 8 February 2024

Published in: Boletim da Sociedade Paranaense de Matemática (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5269/bspm.45542

zbMATH Keywords

Brownian filtrationpure martingaleextremal martingalepure filtration

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44)

Cites Work

• On the fields of some Brownian martingales
• Triple points: From non-Brownian filtrations to harmonic measures
• Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I
• STATISTICAL CAUSALITY AND MARTINGALE REPRESENTATION PROPERTY WITH APPLICATION TO STOCHASTIC DIFFERENTIAL EQUATIONS
• On Standardness and I-cosiness
• On extremal solutions of martingale problems
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