Doob's maximal identity, multiplicative decompositions and enlargements of filtrations (Q2505488): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Doob's maximal identity, multiplicative decompositions and enlargements of filtrations |
scientific article |
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Doob's maximal identity, multiplicative decompositions and enlargements of filtrations (English)
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26 September 2006
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The aim of this work is to characterize honest times, and then apply the main result to multiplicative decompositions of supermartingales and progressive enlargements of filtrations.
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