Filtrations for which All ℋ2 Martingales Are of Integrable Variation; Distances between σ-Algebras
Michał Morayne, Krzysztof Tabisz
Journal of Theoretical Probability 2008 vol. 21, nr 1, s. 1-13.
2008
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Krzysztof Tabisz
Doctor, research and teaching staff
Publications(2)
A short proof of decomposition of strongly reduced martingales
Michał Morayne, Krzysztof Tabisz
W: Seminaire de probabilites XXXIII / J. Azema [i in.] (eds.). Berlin [i in.] : Springer-Verlag, cop. 1999. s. 339-341.(Lecture Notes in Mathematics, ISSN 0720-8766; vol. 1709)
1999