Enlargement of Filtration in Discrete Time (Q5132612)
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scientific article; zbMATH DE number 7273638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enlargement of Filtration in Discrete Time |
scientific article; zbMATH DE number 7273638 |
Statements
Enlargement of Filtration in Discrete Time (English)
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12 November 2020
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enlargement of filtration
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initial enlargement
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progressive enlargement
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Azéma's supermartingale
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discrete time
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Doob decomposition
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pseudo-stopping times
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honest times
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