A Quick Overview on Initial Enlargement of Filtrations

  • Liliana Peralta Hernández Universidad Autónoma del Estado de Hidalgo
Palabras clave: Filtración, procesos estocásticos, puente browniano


We describe, thought of a particular example, the meaning of initial enlargement of filtration, this means, when we expand a filtration with a sigma algebra.



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Cómo citar
Peralta Hernández, L. (2018). A Quick Overview on Initial Enlargement of Filtrations. Pädi Boletín Científico De Ciencias Básicas E Ingenierías Del ICBI, 6(11). https://doi.org/10.29057/icbi.v6i11.3042