Martingale representation in progressively enlarged Lévy filtrations (Q5086907)
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scientific article; zbMATH DE number 7554287
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingale representation in progressively enlarged Lévy filtrations |
scientific article; zbMATH DE number 7554287 |
Statements
Martingale representation in progressively enlarged Lévy filtrations (English)
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8 July 2022
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Lévy processes
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predictable representation property
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multiplicity of a filtration
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progressive enlargement of filtrations
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0.8946859836578369
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0.8610052466392517
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0.8204759359359741
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0.8128360509872437
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0.8022255897521973
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