Seminar series
Date
Mon, 17 Feb 2020
Time
14:15 -
15:15
Location
L3
Speaker
PHILIP PROTTER
Organisation
Columbia University
We "review" how one can expand a filtration by continuously adding a stochastic process. The new results (obtained with Léo Neufcourt) relate to the seimartingale decompositions after the expansion. We give some possible applications.