Grossissements de filtrations : grossissements initiaux et progressifs

DOI10.1051/proc/201756139zbMath1427.60076OpenAlexW2753097232MaRDI QIDQ4606389

Marc Yor

Publication date: 7 March 2018

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/201756139

zbMATH Keywords

martingalesenlargements of filtrations

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Cites Work

• Nouveaux résultats sur le grossissement des tribus
• Study of a filtration expanded to include an honest time
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