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Distributional compatibility for change of measures

Shen, J; Shen, Y; Wang, B; Wang, RD

Wang, RD (reprint author), Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON, Canada.

FINANCE AND STOCHASTICS, 2019; 23 (3): 761

Abstract

In this paper, we characterise compatibility of distributions and probability measures on a measurable space. For a set of indices J, we say that the ......

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