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Carthaginian enlargement of filtrations - MaRDI portal

Carthaginian enlargement of filtrations (Q5408484)

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scientific article; zbMATH DE number 6282485
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Carthaginian enlargement of filtrations
scientific article; zbMATH DE number 6282485

    Statements

    title
    Carthaginian enlargement of filtrations (English)
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    author
    Giorgia Callegaro
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    Behnaz Zargari
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    publication date
    10 April 2014
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    zbMATH Keywords
    initial and progressive enlargement of filtrations
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    canonical decomposition of semimartingales
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    predictable representation
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    change of probability measure
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    Identifiers

    DOI
    10.1051/ps/2011162
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    Mathematics Subject Classification ID
    60G44
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    60G40
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    60H05
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    zbMATH DE Number
    6282485
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    OpenAlex ID
    W2151528347
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    arXiv ID
    1111.3073
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