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Article Dans Une Revue Stochastic Processes and their Applications Année : 2018

The strong predictable representation property in initially enlarged filtrations under the density hypothesis

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hal-03944404 , version 1 (18-01-2023)

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Claudio Fontana. The strong predictable representation property in initially enlarged filtrations under the density hypothesis. Stochastic Processes and their Applications, 2018, 128 (3), pp.1007-1033. ⟨10.1016/j.spa.2017.06.015⟩. ⟨hal-03944404⟩
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