Nikeghbali, Ashkan; Yor, Marc Doob’s maximal identity, multiplicative decompositions and enlargements of filtrations. (English) Zbl 1101.60059 Ill. J. Math. 50, No. 1-4, 791-814 (2006). 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. Reviewer: George Stoica (Saint John) Cited in 1 ReviewCited in 26 Documents MSC: 60J55 Local time and additive functionals 60G44 Martingales with continuous parameter PDF BibTeX XML Cite \textit{A. Nikeghbali} and \textit{M. Yor}, Ill. J. Math. 50, No. 1--4, 791--814 (2006; Zbl 1101.60059) Full Text: arXiv