State tameness: a new approach for credit constrains.
Londoño, Jaime A. (2004)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “The equation and financial mathematics. I”
State tameness: a new approach for credit constrains.
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Watanabe, Shinzo (2009)
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Zähle, Henryk (2008)
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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...