Ayuda
Ir al contenido

Dialnet


Resumen de The conditional independence property in filtrations associated to stopping lines

David Nualart Rodón, Marta Sanz

  • This paper studies filtrations associated in a normal way to stopping lines, and in particular the conditional independence property, usually known as the F4 property. Stopping lines with respect to some special filtrations are studied by means of a characterization of predictable processes.


Fundación Dialnet

Dialnet Plus

  • Más información sobre Dialnet Plus