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- W2067392143 abstract "Let (Ω,ℐ, P) be a measurable space, and {ℐ t} be a filtration on (Ω,ℐ). Then, given a fixed honest timeL a new filtrationG t} is defined, the smallest containing {ℐ t} and for whichL is a stopping time, and the martingales, semimartingales and stopping times of this new filtration are characterised." @default.
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- W2067392143 date "1978-12-01" @default.
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- W2067392143 title "Study of a filtration expanded to include an honest time" @default.
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- W2067392143 doi "https://doi.org/10.1007/bf01013194" @default.
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