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Enlargement of filtrations and continuous Girsanov-type embeddings
 

Summary: Enlargement of filtrations and continuous
Girsanov-type embeddings
Stefan Ankirchner1
, Steffen Dereich2
, and Peter Imkeller1
1
Institut f¨ur Mathematik
Humboldt-Universit¨at zu Berlin
Unter den Linden 6
10099 Berlin
Germany
ankirch@math.tu-berlin.de imkeller@mathematik.hu-berlin.de
2
Fachbereich Mathematik
Technische Universit¨at Berlin
Strasse des 17. Juni 136
10623 Berlin
Germany
dereich@math.tu-berlin.de
Summary. Let (Gt) be an enlargement of the filtration (Ft). Jeulin and Jacod

  

Source: Ankirchner, Stefan - Institut für Angewandte Mathematik, Universität Bonn

 

Collections: Mathematics