A limit theorem for the prediction process under absolute continuity
Hideatsu Tsukahara (1999)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “Extending probability spaces and adapted distribution”
A limit theorem for the prediction process under absolute continuity
An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales
Maurizio Pratelli (1999)
Séminaire de probabilités de Strasbourg
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Statistical causality and adapted distribution
Ljiljana Petrović, Sladjana Dimitrijević (2011)
Czechoslovak Mathematical Journal
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In the paper D. Hoover, J. Keisler: Adapted probability distributions, Trans. Amer. Math. Soc. 286 (1984), 159–201 the notion of adapted distribution of two stochastic processes was introduced, which in a way represents the notion of equivalence of those processes. This very important property is hard to prove directly, so we continue the work of Keisler and Hoover in finding sufficient conditions for two stochastic processes to have the same adapted distribution. For this purpose we...
Local martingales measures
Josef Štěpán, P. Ševčík (2000)
Acta Universitatis Carolinae. Mathematica et Physica
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A teacher's note on no-arbitrage criteria
Yuri Kabanov, Christophe Stricker (2001)
Séminaire de probabilités de Strasbourg
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On Vershik's standardness criterion and Tsirelson's notion of cosiness
Michel Émery, Walter Schachermayer (2001)
Séminaire de probabilités de Strasbourg
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Approximation of predictable characteristics of processes with filtrations
Leszek Slominski (1987)
Séminaire de probabilités de Strasbourg
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