Jeulin, T.; Yor, M. 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). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 3 ReviewsCited in 53 Documents MSC: 60G44 Martingales with continuous parameter 60G48 Generalizations of martingales 60G40 Stopping times; optimal stopping problems; gambling theory Keywords:optional set; semimartingale; stopping time; martingale Citations:Zbl 0366.00014 PDFBibTeX XML Full Text: Numdam EuDML