Filtrations

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In this article, we define the notion of a filtration and then give the basic theorems on initial and progressive enlargements of filtrations.
Short article on filtrations for the encyclopaedia of quantitative finance, Wiley

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Probability, 05C38, 15A15

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http://salesiana.dossiersoluciones.com/handle/123456789/143578

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0712.0622
 http://arxiv.org/abs/0712.0622

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arXiv