Carthaginian enlargement of filtrations (Q5408484): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 20:28, 5 March 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)
0 references
10 April 2014
0 references
initial and progressive enlargement of filtrations
0 references
canonical decomposition of semimartingales
0 references
predictable representation
0 references
change of probability measure
0 references
