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arXiv · 1501.02166

Standardness of monotonic Markov filtrations

Elise Janvresse·Stéphane Laurent·Thierry De La Rue
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Abstract

We derive a practical standardness criterion for the filtration generated by a monotonic Markov process. This criterion is applied to show standardness of some adic filtrations.

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Elise Janvresse, Stéphane Laurent, Thierry De La Rue. 2015-01-09. Standardness of monotonic Markov filtrations. https://arxiv.org/abs/1501.02166

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