Progressive enlargement of filtrations with initial times
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Publication:2270882
DOI10.1016/j.spa.2008.12.009zbMath1175.60041OpenAlexW3123044575MaRDI QIDQ2270882
Yann Le Cam, Monique Jeanblanc-Picqué
Publication date: 29 July 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2008.12.009
Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Credit risk (91G40)
Related Items (34)
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