Doob's maximal identity, multiplicative decompositions and enlargements of filtrations (Q2505488)
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scientific article; zbMATH DE number 5057581
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| English | Doob's maximal identity, multiplicative decompositions and enlargements of filtrations |
scientific article; zbMATH DE number 5057581 |
Statements
Doob's maximal identity, multiplicative decompositions and enlargements of filtrations (English)
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26 September 2006
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The aim of this work is to characterize honest times, and then apply the main result to multiplicative decompositions of supermartingales and progressive enlargements of filtrations.
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0.86802423
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0.8626019
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0.8620351
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0.8589604
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0.85152286
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