Enlargement of filtrations. Papers related to the workshops held in Paris, France, May 2--3, 2016 and Zurich, Switzerland, September 8--9, 2016

zbMATH Open1415.60005MaRDI QIDQ4606381FDOQ4606381

Authors:

Publication date: 7 March 2018

Full work available at URL: https://www.esaim-proc.org/articles/proc/abs/2017/01/contents/contents.html

Recommendations

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• Enlargements of filtrations: initial and progressive enlargements
• Enlargement of Filtration in Discrete Time
• Random times and enlargements of filtrations in a Brownian setting.

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Cited In (2)

• Enlargement of filtrations with finance in view
• Some Remarks on Enlargement of Filtration and Finance

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