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INVARIANCE TIMES

Crepey, S; Song, SQ

Crepey, S (reprint author), Univ Paris Saclay, Univ Evry, CNRS, LAMME, F-91037 Evry, France.

ANNALS OF PROBABILITY, 2017; 45 (6B): 4632

Abstract

On a probability space (Omega, A, Q), we consider two filtrations F subset of G and a G stopping time theta such that the G predictable processes coin......

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