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Enlargement of Filtration in Discrete Time - MaRDI portal

Enlargement of Filtration in Discrete Time (Q5132612)

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scientific article; zbMATH DE number 7273638
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English
Enlargement of Filtration in Discrete Time
scientific article; zbMATH DE number 7273638

    Statements

    title
    Enlargement of Filtration in Discrete Time (English)
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    publication date
    12 November 2020
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    zbMATH Keywords
    enlargement of filtration
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    initial enlargement
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    progressive enlargement
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    Azéma's supermartingale
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    discrete time
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    Doob decomposition
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    pseudo-stopping times
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    honest times
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    cites work
    Q5658888
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    Q3684922
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    Q4197827
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    Q4226355
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    Q4220653
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60G40
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    60G42
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    zbMATH DE Number
    7273638
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    OpenAlex ID
    W2233601234
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