Alexander A. Gushchin, “Single jump filtrations and local martingales”, Modern Stochastics. Theory and Applications, 2020, Volume 7, Issue 2, Pages 135

Modern Stochastics. Theory and Applications

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Modern Stochastics. Theory and Applications, 2020, Volume 7, Issue 2, Pages 135–156
DOI: https://doi.org/10.15559/20-VMSTA153 (Mi msta2)

This article is cited in 5 scientific papers (total in 5 papers)

Single jump filtrations and local martingales

Alexander A. Gushchin^ab

^a Steklov Mathematical Institute, Gubkina 8, 119991 Moscow, Russia
^b National Research University Higher School of Economics, Pokrovsky Boulevard 11, 109028 Moscow, Russia

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DOI: https://doi.org/10.15559/20-VMSTA153

Received: 24.09.2019
Revised: 30.04.2020
Accepted: 01.05.2020

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Document Type: Article

Language: English

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