Carthaginian enlargement of filtrations (Q5408484): Difference between revisions

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Revision as of 21:28, 19 March 2024

scientific article; zbMATH DE number 6282485
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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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