scientific article; zbMATH DE number 3592698

MaRDI QIDQ4162235zbMATH OpenFDO

Authors Paul-André Meyer

Publication date 1978

Full work available at URL http://www.numdam.org/item?id=SPS_1978__12__57_0, https://eudml.org/doc/113182

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cited in

(5)

• An enlargement of filtration formula with applications to multiple non-ordered default times
• Additional logarithmic utility of an insider
• A definition and some characteristic properties of pseudo-stopping times
• Comportement des semi-martingales dans un grossissement de filtration
• Viable insider markets

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