scientific article; zbMATH DE number 2169746

zbMATH Open1063.62030MaRDI QIDQ4677205FDOQ4677205

Authors: Dario Gasbarra, Esko Valkeila 

Publication date: 20 May 2005

Title of this publication is not available (Why is that?)

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• Enlargement of Filtrations and Continuous Girsanov-Type Embeddings

zbMATH Keywords

enlargement of filtrationarithmetic mean measuredynamical Bayesian modelling

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (2)

• The Shannon information of filtrations and the additional logarithmic utility of insiders
• Initial enlargement of filtrations and entropy of Poisson compensators

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