On the propagation of the weak representation property in independently enlarged filtrations: the general case

DOI10.1007/s10959-021-01145-xOpenAlexW3013300095MaRDI QIDQ2099994

Paolo Di Tella

Publication date: 21 November 2022

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.11636

zbMATH Keywords

semimartingalesstochastic integrationrandom measuresprogressive enlargement of filtrationsindependent semimartingalesJacod's equivalence conditionweak representation property

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57)

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