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Enlargement of filtration in discrete time

Abstract : We present some results on enlargement of filtration in discrete time. Many results known in continuous time extend immediately in a discrete time setting. Here, we provide direct proofs which are much more simpler. We study also arbitrages conditions in a financial setting and we present some specific cases, as immersion and pseudo-stopping times for which we obtain new results.
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Christophette Blanchet-Scalliet, Monique Jeanblanc, Ricardo Romo Roméro. Enlargement of filtration in discrete time. Pauline Barrieu. Risk And Stochastics: Ragnar Norberg, Worl Scientific, pp.99-126, 2019, 9781786341945. ⟨hal-01253214⟩

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