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The conditional independence property in filtrations associated to stopping lines

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Part of the Lecture Notes in Mathematics book series (LNM,volume 863)

AMS 1980 Subject classification

  • 60 G 40

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References

  1. Bakry, D. "Sur la régularite des trajectoires des martingales à deux indices". Zfw 50, 149–157 (1979).

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  5. Mazziotto,G. et Szpirglas, J. "Un example de processus à deux indices sans l'hypothèse F4". Séminaire de Probabilités 1979–1980. Préprint.

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© 1981 Springer-Verlag

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Nualart, D., Sanz, M. (1981). The conditional independence property in filtrations associated to stopping lines. In: Korezlioglu, H., Mazziotto, G., Szpirglas, J. (eds) Processus Aléatoires à Deux Indices. Lecture Notes in Mathematics, vol 863. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0091101

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  • DOI: https://doi.org/10.1007/BFb0091101

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10832-0

  • Online ISBN: 978-3-540-38718-3

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