Carthaginian enlargement of filtrations (Q5408484): Difference between revisions
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| Property / author: Monique Jeanblanc-Picqué / rank | |||
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| Property / author: Monique Jeanblanc-Picqué / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W2151528347 / rank | |||
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| Property / arXiv ID: 1111.3073 / rank | |||
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Latest revision as of 02:03, 20 April 2024
scientific article; zbMATH DE number 6282485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Carthaginian enlargement of filtrations |
scientific article; zbMATH DE number 6282485 |
Statements
Carthaginian enlargement of filtrations (English)
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10 April 2014
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initial and progressive enlargement of filtrations
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canonical decomposition of semimartingales
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predictable representation
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change of probability measure
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