Filtrations

Simple item page
dc.creatorCoculescu, Delia
dc.creatorNikeghbali, Ashkan
dc.date2007-12-04
dc.date.accessioned2026-07-07T08:47:23Z
dc.date.available2026-07-07T08:47:23Z
dc.descriptionIn this article, we define the notion of a filtration and then give the basic theorems on initial and progressive enlargements of filtrations.
dc.descriptionShort article on filtrations for the encyclopaedia of quantitative finance, Wiley
dc.identifierhttps://arxiv.org/abs/0712.0622
dc.identifierhttp://arxiv.org/abs/0712.0622
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/143578
dc.subjectProbability
dc.subject05C38, 15A15
dc.titleFiltrations
dc.typetext

Files

Collections

arXiv