On the propagation of the weak representation property in independently enlarged filtrations: the general case (Q2099994)
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scientific article; zbMATH DE number 7621009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the propagation of the weak representation property in independently enlarged filtrations: the general case |
scientific article; zbMATH DE number 7621009 |
Statements
On the propagation of the weak representation property in independently enlarged filtrations: the general case (English)
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21 November 2022
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weak representation property
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semimartingales
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progressive enlargement of filtrations
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independent semimartingales
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random measures
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stochastic integration
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Jacod's equivalence condition
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