Standardness of monotonic Markov filtrations
Probability
2015-01-12 v1
Abstract
We derive a practical standardness criterion for the filtration generated by a monotonic Markov process. This criterion is applied to show standardness of some adic filtrations.
Keywords
Cite
@article{arxiv.1501.02166,
title = {Standardness of monotonic Markov filtrations},
author = {Elise Janvresse and Stéphane Laurent and Thierry De La Rue},
journal= {arXiv preprint arXiv:1501.02166},
year = {2015}
}