Brownian filtrations are not stable under equivalent time-changes

被引：0
|
作者：
Émery, M [1 ]
Schachermayer, W [1 ]
机构：
[1] Univ Strasbourg 1, Inst Rech Math, Avancee, F-67084 Strasbourg, France
来源：
SEMINAIRE DE PROBABILITES XXXIII | 1999年 / 1709卷
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D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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页码：267 / 276
页数：10
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