Extends Gushchin's single-jump filtration framework to non-trivial initial sigma-algebra H and derives measurability, stopping-time, and martingale criteria via optional projections.
(2021): Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale
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Properties of a Special Type of Filtration and its Martingale Criteria
Extends Gushchin's single-jump filtration framework to non-trivial initial sigma-algebra H and derives measurability, stopping-time, and martingale criteria via optional projections.