Structure Conditions under Progressively Added Information
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Publication:5131241
DOI10.1137/S0040585X97T990046zbMath1452.91287arXiv1403.3459MaRDI QIDQ5131241
Publication date: 5 November 2020
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.3459
progressive enlargement of filtrations; random time; honest times; structure conditions; semimartingale market models