An introduction of the enlargement of filtration

2015/10/18 by Shiqi Song, Song, Shiqi · 2 citations
Environmental Science · Mathematics · #Hydrology and Drought Analysis #math.PR

paper · pdf · doi:10.48550/arxiv.1510.05212

arXiv admin note: substantial text overlap with arXiv:1302.2862, arXiv:1505.03766

arxiv created 2015/10/18 · arxiv updated 2015/10/20

Abstract

It is a working version of a lecture on the theory of enlargement of filtration, given at the African Mathematic School in Marrakech, October 19-23, 2015.

Citations

• Local solution method for the problem of enlargement of filtration
• On progressive filtration expansion with a process
• Drift operator in a viable expansion of information flow

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