Enlargement of Filtration with Finance in View

DOI10.1007/978-3-319-41255-9zbMath1397.91003MaRDI QIDQ3186122

Monique Jeanblanc-Picqué, Anna Aksamit

Publication date: 8 August 2016

Published in: SpringerBriefs in Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-41255-9

zbMATH Keywords

filtration; stochastic processes; random times

Mathematics Subject Classification ID

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance

60G35: Signal detection and filtering (aspects of stochastic processes)

60G44: Martingales with continuous parameter

91G80: Financial applications of other theories

91G30: Interest rates, asset pricing, etc. (stochastic models)