arXiv:1803.03700 [math.PR]AbstractReferencesReviewsResources Semimartingales and Shrinkage of Filtration Tomasz R. Bieleckim, Jacek Jakubowski, Monique Jeanblanc, Mariusz Niewęgłowski Published 2018-03-09Version 1 In this paper we study some questions regarding the effect that shrinkage of filtration has on a special semimartingale. Categories: math.PR Subjects: 60G99, 60H99 Keywords: filtration, special semimartingale Related articles: Most relevant | Search more arXiv:2210.07045 [math.PR] (Published 2022-10-13) Enlargement of Filtrations -- A Primer Peter Ouwehand arXiv:1510.05212 [math.PR] (Published 2015-10-18) An introduction of the enlargement of filtration Shiqi Song arXiv:0712.0622 [math.PR] (Published 2007-12-04) Filtrations Delia Coculescu, Ashkan Nikeghbali Links Abstract on arXiv.org View preprint PDF Download TeX source Export citation in BibTeX Save eprint metadata as JSON Toolbox Post your review for this article Attach supplementary resources Edit our extended metadata Share this article on social media FacebookGoogle+LinkedInRedditTwitterVK Scan the QR code for this page
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