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On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case - MaRDI portal

On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case

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Publication:6337428

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DOI10.1007/S10959-021-01145-XzbMath1515.60118arXiv2003.11636MaRDI QIDQ6337428

Paolo Di Tella

Publication date: 25 March 2020

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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