Enlargement of Filtrations and Continuous Girsanov-Type Embeddings (Q5423764)
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scientific article; zbMATH DE number 5207284
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| English | Enlargement of Filtrations and Continuous Girsanov-Type Embeddings |
scientific article; zbMATH DE number 5207284 |
Statements
Enlargement of Filtrations and Continuous Girsanov-Type Embeddings (English)
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31 October 2007
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enlargement of filtrations
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semimartingales
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decoupling measure
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Girsanov Theorem
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Shannon information
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entropy
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0.8560238480567932
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0.8560238480567932
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0.8196600675582886
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