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Single jump filtrations: preservation of the local martingale property with respect to the filtration generated by the local martingale
Alexander A. Gushchinab, Assylliya K. Zhunussovac a Steklov Mathematical Institute, Moscow, Russia
b Lomonosov Moscow State University, Moscow, Russia
c Faculty of Computational Mathematics and Cybernetics of Lomonosov Moscow State University, Moscow, Russia
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| Abstract page: | 141 |
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