Orateur
Mme
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.
Auteur principal
Mme
Christophette Blanchet-Scalliet
(Ecole Centrale Lyon)
Co-auteurs
M.
Ricardo Romo
(UEVE)
M.
Stefan Ankirchner
(Iena university)
