Local martingales and filtration shrinkage

Author: Föllmer Hans   Protter Philip  

Publisher: Edp Sciences

E-ISSN: 1262-3318|15|issue|S25-S38

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.15, Iss.issue, 2011-05, pp. : S25-S38

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Abstract