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Grossissement d’une filtration et semi-martingales: Théoremes généraux. (French) Zbl 0411.60044
Semin. Probab. XII, Univ. Strasbourg 1976/77, Lect. Notes Math. 649, 61-69 (1978).

MSC:
60G44 Martingales with continuous parameter
60G48 Generalizations of martingales
60G40 Stopping times; optimal stopping problems; gambling theory
Citations:
Zbl 0366.00014
Full Text: Numdam EuDML