Structure condition under initial enlargement of filtration (Q2360964)

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Structure condition under initial enlargement of filtration
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    Statements

    title
    Structure condition under initial enlargement of filtration (English)
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    author
    Tahir Choulli
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    Jun Deng
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    publication date
    29 June 2017
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    zbMATH Keywords
    structure condition
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    initial enlargement of filtration
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    optional stochastic integral
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60G44
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    60H05
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    60H30
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    zbMATH DE Number
    6737043
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