Progressive enlargements of filtrations with pseudo-honest times (Q2511557)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Progressive enlargements of filtrations with pseudo-honest times |
scientific article |
Statements
Progressive enlargements of filtrations with pseudo-honest times (English)
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6 August 2014
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\(\mathbb{F}\)-martingales
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semimartingale decomposition
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random times
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pseudo-honest times
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enlarged filtration
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financial mathematics
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