On certain almost Brownian filtrations
Work
Year: 2005
Type: article
Abstract: A consequence of Vershik's results on discrete-time filtrations is the existence, in continuous time, of filtrations F=(Ft)t⩾0 which are “Brownian after zero” (that is, for each ɛ>0, Fɛ=(Fɛ+t)t⩾0 is g... more
Author Michel Émery
Cites: 10
Cited by: 12
Related to: 10
FWCI:
Citation percentile (by year/subfield): 74.89
Subfield: Finance
Domain: Social Sciences
Open Access status: green