The conditional independence property in filtrations associated to stopping lines

• Nualart , David ^[1] ; Marta Sanz ^[2]
  1. [1] Universitat de Barcelona

     Universitat de Barcelona

     Barcelona, España

     
  2. [2] Universitat Autònoma de Barcelona

     Universitat Autònoma de Barcelona

     Barcelona, España

     
• Localización: Publicacions matematiques, ISSN 0214-1493, Nº 22, 1980, págs. 173-176
• Idioma: inglés
• DOI: 10.5565/publmat_22180_34
• Enlaces
  • Texto completo
• Resumen

  • 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.