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Martingale representation in progressively enlarged Lévy filtrations - MaRDI portal

Martingale representation in progressively enlarged Lévy filtrations (Q5086907)

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scientific article; zbMATH DE number 7554287
Language Label Description Also known as
English
Martingale representation in progressively enlarged Lévy filtrations
scientific article; zbMATH DE number 7554287

    Statements

    title
    Martingale representation in progressively enlarged Lévy filtrations (English)
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    author
    Paolo Di Tella
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    Hans-Jürgen Engelbert
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    published in
    Stochastics
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    publication date
    8 July 2022
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    zbMATH Keywords
    Lévy processes
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    predictable representation property
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    multiplicity of a filtration
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    progressive enlargement of filtrations
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60G46
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    60G51
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    60H30
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    60G44
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    zbMATH DE Number
    7554287
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    OpenAlex ID
    W3169938284
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    arXiv ID
    2007.14153
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