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Grossissement d’une filtration et semi-martingales: formules explicites. (French) Zbl 0411.60045

Semin. Probab. XII, Univ. Strasbourg 1976/77, Lect. Notes Math. 649, 78-97 (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