Initial enlargement: a Bayesian approach

Dario Gasbarra, Esko Valkeila

Research output: Chapter in Book/Report/Conference proceedingChapterScientific

Original languageEnglish
Title of host publicationTheory of Stochastic Processes
Pages26-37
Publication statusPublished - 2004
MoE publication typeB2 Part of a book or another research book

Keywords

  • arithmetic mean measure
  • dynamical Bayesian modelling
  • enlargement of filtration

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