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Weak and Strong Brownian Filtrations

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1873)

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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