Expansion of a filtration with a stochastic process: the information drift (Q6164100)
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scientific article; zbMATH DE number 7719456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expansion of a filtration with a stochastic process: the information drift |
scientific article; zbMATH DE number 7719456 |
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Expansion of a filtration with a stochastic process: the information drift (English)
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26 July 2023
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expansion of filtration
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enlargement of filtration
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information drift
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semimartingale
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semimartingale decomposition
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