Random time, filtration magnification and arbitration.

Authors
Publication date
2014
Publication type
Thesis
Summary This thesis deals with problems associated with the theory of filtration magnification. It is divided into two parts: the first part is devoted to random times. We study the properties of the different classes of random times from the point of view of the filtration magnification. The second part concerns the study of the stability of the arbitration condition on the filtration magnification.
Topics of the publication
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