arXiv:0712.0622 Abstract | arXiv Analytics

Published 2007-12-04Version 1

In this article, we define the notion of a filtration and then give the basic theorems on initial and progressive enlargements of filtrations.

Comments: Short article on filtrations for the encyclopaedia of quantitative finance, Wiley

Categories: math.PR

Subjects: 05C38, 15A15

Keywords: filtration, basic theorems

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