Filtrations
Probability
2007-12-06 v1
Abstract
In this article, we define the notion of a filtration and then give the basic theorems on initial and progressive enlargements of filtrations.
Cite
@article{arxiv.0712.0622,
title = {Filtrations},
author = {Delia Coculescu and Ashkan Nikeghbali},
journal= {arXiv preprint arXiv:0712.0622},
year = {2007}
}
Comments
Short article on filtrations for the encyclopaedia of quantitative finance, Wiley