scientific article; zbMATH DE number 7343563

zbMath1474.60091MaRDI QIDQ4987766

Abdeldjebbar Kandouci, Aicha Bouaka

Publication date: 4 May 2021

Full work available at URL: http://www.spm.uem.br/bspm/pdf/vol35-3/Art17-3.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

immersionprogressive enlargement of filtrationshonest timespredictable representation propertyweak and strong Brownian filtrations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)

Cites Work

• Random times and enlargements of filtrations in a Brownian setting.
• Semi-martingales et grossissement d'une filtration
• Changes of filtrations and of probability measures
• Enlargement of Filtration with Finance in View
• Study of a filtration expanded to include an honest time
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