Comportement des semi-martingales dans un grossissement de filtration
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Publication:4197829
DOI10.1007/BF00531603zbMATH Open0411.60047OpenAlexW2007504518MaRDI QIDQ4197829FDOQ4197829
Authors: Thierry Jeulin 
Publication date: 1980
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00531603
Cites Work
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- Study of a filtration expanded to include an honest time
- �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
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- Nouveaux résultats sur le grossissement des tribus
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- Quasimartingales, martingales locales, semimartingales et filtration naturelle
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Cited In (10)
- BSDEs of counterparty risk
- CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP
- Unit-linked life insurance policies: optimal hedging in partially observable market models
- Quadratic hedging in an incomplete market derived by an influential informed investor
- Martingale representation property in progressively enlarged filtrations
- Markov bridges: SDE representation
- Free lunch and arbitrage possibilities in a financial market model with an insider.
- How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times?
- Progressive enlargements of filtrations with pseudo-honest times
- Option hedging by an influential informed investor
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