On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration

DOI10.1007/978-3-319-18585-9_9zbMath1336.60084OpenAlexW2198873363MaRDI QIDQ2798580

Tahir Choulli, Anna Aksamit, Monique Jeanblanc-Picqué

Publication date: 13 April 2016

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-18585-9_9

zbMATH Keywords

local martingalessemimartingale decompositionenlarged filtrations

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80)

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