A. Aksamit, . Tahir-choulli, M. Deng, and . Jeanblanc, Non-Arbitrage under a Class of Honest Times, 1142.
URL : https://hal.archives-ouvertes.fr/hal-01253283

A. Aksamit and M. Jeanblanc, Enlargements of filtrations with finance in view, 2016.

J. Amendinger, P. Imkeller, and M. Schweizer, Additional logarithmic utility of an insider. Stochastic processes and their applications, pp.263-286, 1998.

S. Ankirchner, S. Dereich, and P. Imkeller, The Shannon information of filtrations and the additional logarithmic utility of insiders. The Annals of Probability, pp.743-778, 2006.

S. Ankirchner, S. Dereich, and P. Imkeller, Enlargement of Filtrations and Continuous Girsanov-Type Embeddings, Séminaire de probabilités XL, pp.389-410, 2007.
DOI : 10.1007/978-3-540-71189-6_21

S. Ankirchner and P. Imkeller, Financial Markets with Asymmetric Information: Information Drift, Additional Utility and Entropy, Stochastic Processes and Applications to Mathematical Finance, pp.1-21, 2007.
DOI : 10.1142/9789812770448_0001

J. Azéma, Quelques applications de la théorie générale des processus. I. Inventiones mathematicae, pp.293-336, 1972.

G. Callegaro, M. Jeanblanc, and B. Zargari, Carthaginian enlargement of filtrations, ESAIM: Probability and Statistics, vol.17, pp.550-566, 2013.
DOI : 10.1051/ps/2011162

D. Coculescu, From the decompositions of a stopping time to risk premium decompositions . arXiv preprint, 2009.

C. Dellacherie and P. Meyer, A propos du travail de Yor sur le grossissement des tribus, Séminaire de Probabilités XII, pp.70-77, 1978.
DOI : 10.1007/BFb0064596

J. Hannig, On filtrations related to purely discontinuous martingales, Séminaire de Probabilités XXXVI, pp.360-365, 2003.
DOI : 10.1007/978-3-540-36107-7_16

J. Sheng-wu-he, J. Wang, and . Yan, Semimartingale theory and stochastic calculus, Boca Raton, 1992.

J. Jacod and A. V. Skorohod, Jumping filtrations and martingales with finite variation, Séminaire de Probabilités XXVIII, pp.21-35, 1994.
DOI : 10.1007/BFb0073831

M. Jeanblanc, Y. L. , and C. , Progressive enlargement of filtrations with initial times, Stochastic Processes and their Applications, pp.2523-2543, 2009.

M. Jeanblanc, M. Yor, and M. Chesney, Mathematical methods for financial markets, 2009.
DOI : 10.1007/978-1-84628-737-4
URL : https://hal.archives-ouvertes.fr/hal-00426898

T. Jeulin, Semi-martingales et grossissement d'une filtration. Number 833-835, 1980.

C. Kardaras, On the characterisation of honest times that avoid all stopping times, Stochastic Processes and their applications, pp.373-384, 2014.
DOI : 10.1016/j.spa.2013.07.012

Y. Kchia and P. Protter, On progressive filtration expansion with a process, applications to insider trading. arXiv preprint, 2014.

R. Mansuy and M. Yor, Random times and enlargements of filtrations in a Brownian setting. Number 1873, 2006.
URL : https://hal.archives-ouvertes.fr/hal-00016598

P. Protter, Stochastic Integration and Differential Equations: Version 2.1, 2004.

D. Revuz and M. Yor, Continuous martingales and Brownian motion, 1999.

L. C. Rogers and D. Williams, Diffusions, Markov processes and martingales: Itô calculus, 2000.

M. Yor, Entropie d'une partition, et grossissement initial d'une filtration. Grossissements de filtrations: exemples et applications, pp.45-58, 1985.

A. Aksamit, A. Institute, R. , and W. Road, United Kingdom E-mail address: anna.aksamit@maths.ox.ac.uk Monique Jeanblanc