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Sandwiched filtrations (Q6614278)

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scientific article; zbMATH DE number 7922083
Language Label Description Also known as
English
Sandwiched filtrations
scientific article; zbMATH DE number 7922083

    Statements

    title
    Sandwiched filtrations (English)
    0 references
    author
    Aicha Bouaka
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    publication date
    7 October 2024
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    review text
    In this paper, the author proves that a filtration, sandwiched (in the sense of immersion) between two Brownian filtrations, is a weak Brownian filtration. The concepts of strong and weak Brownian filtrations are introduced, with the latter being closely related to the predictable representation property, the notion of immersion is discussed, the main result is proved and then further perspectives are formulated.
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    zbMATH Keywords
    predictable representation property
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    weak and strong Brownian filtrations
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    immersion property
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    Identifiers

    Mathematics Subject Classification ID
    60H15
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    60G35
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    35R60
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    35Q35
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    60J70
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    76M35
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    86A05
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    zbMATH DE Number
    7922083
    0 references
     
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