https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/year/2005/docId/201
OPUS 4 | Enlargement of filtrations and continuous Girsanov type embedding
Let (Gt) be an enlargement of the filtration (Ft). Jeulin and Jacod discussed a sufficient criterion for the inheritance of the semimartingale property when...
opusenlargementfiltrationscontinuousgirsanov