Standardness and nonstandardness of next-jump time filtrations

DOI10.1214/ECP.v18-2766zbMath1300.60041OpenAlexW2103174097MaRDI QIDQ743024

Stéphane Laurent

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ecp.v18-2766

zbMATH Keywords

tail \(\sigma \)-fieldcosinessstandard filtration

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Foundations of stochastic processes (60G05)

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