Timeline for Properties preserved under passage to augmented filtration
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 16, 2012 at 20:41 | answer | added | lpdbw | timeline score: 0 | |
| Jun 4, 2012 at 14:16 | answer | added | lpdbw | timeline score: 0 | |
| May 19, 2012 at 19:54 | answer | added | lpdbw | timeline score: 1 | |
| May 19, 2012 at 19:15 | answer | added | lpdbw | timeline score: 2 | |
| May 19, 2012 at 9:34 | comment | added | Pascal Maillard | Interesting question. In a slightly different direction: One problem with augmented filtrations is the inability to extend a compatible family of probability measures $\mathbb Q_t$ to $\mathcal A$, see for example arxiv.org/abs/0910.4959, where a weaker kind of augmentation is introduced and studied (introduced before also by Bichteler) | |
| May 19, 2012 at 6:03 | answer | added | Stephan Sturm | timeline score: 3 | |
| May 18, 2012 at 14:39 | history | asked | lpdbw | CC BY-SA 3.0 |