Let (tau) be an initial time which avoids (mathbf{F})-stopping times. Prove that the ((mathcal{H}))-hypothesis holds if and

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Let $\tau$ be an initial time which avoids $\mathbf{F}$-stopping times. Prove that the $(\mathcal{H})$-hypothesis holds if and only if $\alpha_{t}^{u}=\alpha_{t \wedge u}^{u}$.

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Mathematical Methods For Financial Markets

ISBN: 9781447125242

1st Edition

Authors: Monique Jeanblanc, Marc Yor, Marc Chesney

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Question Posted: Apr 03, 2024 01:01 AM

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Let (tau) be an initial time which avoids (mathbf{F})-stopping times. Prove that the ((mathcal{H}))-hypothesis holds if and

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Mathematical Methods For Financial Markets

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