BSDEs and Enlargement of Filtration
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Publication:5038296
DOI10.1007/978-3-030-22285-7_7zbMath1498.60217OpenAlexW2970745256MaRDI QIDQ5038296
Dongli Wu, Monique Jeanblanc-Picqué
Publication date: 30 September 2022
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-22285-7_7
Brownian motionprojectionenlargement of filtrationPoisson random measureBSDEabsolute continuity Jacod's hypothesis
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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