The conditional independence property in filtrations associated to stopping lines

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Title:	The conditional independence property in filtrations associated to stopping lines
Author:	Nualart, David; Sanz, Marta
Abstract:	This paper studies filtrations associated in a normal way to stopping lines, and in particular the conditional independence property, usually known as the F4 property. Stopping lines with respect to some special filtrations are studied by means of a characterization of predictable processes.
Rights:	open access Tots els drets reservats. https://rightsstatements.org/vocab/InC/1.0/
Document type:	Article
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Uri:	https://ddd.uab.cat/record/50876