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Doob’s maximal identity, multiplicative decompositions and enlargements of filtrations. (English) Zbl 1101.60059
The aim of this work is to characterize honest times, and then apply the main result to multiplicative decompositions of supermartingales and progressive enlargements of filtrations.

MSC:
60J55 Local time and additive functionals
60G44 Martingales with continuous parameter
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