1-4 September 2015
Angers - France
Europe/Paris timezone

Enlargement of filtration in a discrete time setting

Not scheduled
30m
Angers - France

Angers - France

Speaker

Mrs Christophette Blanchet-Scalliet (Ecole Centrale Lyon)

Description

We study classical problemes of enlargement of filtration, giving the formula of decomposition of martingales in a filtration F as semi matingales in a larger filtration. The goal is to show that all the formula are simple and easy to understand.

Primary author

Mrs Christophette Blanchet-Scalliet (Ecole Centrale Lyon)

Co-authors

Mr Ricardo Romo (UEVE) Mr Stefan Ankirchner (Iena university)

Presentation Materials

There are no materials yet.