Abstract
This last chapter is concerned with the following questions: can one discuss the nature of “a generic filtration” (F t; t≥ 0) on a probability space (Ω,F, P)? Can one find some fundamental invariants which ensure that (F t; t≥ 0) is generated by certain fundamental processes, such as Brownian motions and Poisson processes?
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© 2006 Springer-Verlag Berlin/Heidelberg
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Mansuy, R., Yor, M. (2006). Weak and Strong Brownian Filtrations. In: Random Times and Enlargements of Filtrations in a Brownian Setting. Lecture Notes in Mathematics, vol 1873. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-32416-X_6
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DOI: https://doi.org/10.1007/3-540-32416-X_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-29407-8
Online ISBN: 978-3-540-32416-4
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