Local martingales and filtration shrinkage

Hans Föllmer, Philip Protter

Open source

DOI: 10.1051/ps/2010023
Published: 2010-10-15
Container: ESAIM: Probability and Statistics
Publisher: EDP Sciences
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1051/ps/2010023,
  title = {Local martingales and filtration shrinkage},
  author = {Hans Föllmer and Philip Protter},
  year = {2010},
  journal = {ESAIM: Probability and Statistics},
  doi = {10.1051/ps/2010023},
  url = {https://doi.org/10.1051/ps/2010023}
}

RIS

TY  - JOUR
TI  - Local martingales and filtration shrinkage
AU  - Hans Föllmer
AU  - Philip Protter
PY  - 2010
JO  - ESAIM: Probability and Statistics
DO  - 10.1051/ps/2010023
UR  - https://doi.org/10.1051/ps/2010023
ER  -

APA

Föllmer, H., & Protter, P. (2010). Local martingales and filtration shrinkage. ESAIM: Probability and Statistics. https://doi.org/10.1051/ps/2010023

Source records

crossref · retrieved 2026-11-10T07:25:18.343Z