A Quick Overview on Initial Enlargement of Filtrations

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

Resumen

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.

 

Citas

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Publicado
2018-07-05