XIV: 21, 189-199, LNM 784 (1980)
YOR, Marc
Application d'un lemme de Jeulin au grossissement de la filtration brownienne (General theory of processes, Brownian motion)
The problem considered here is the smallest enlargement of the Brownian filtration for which the process $\int_t^\infty B_s\mu(ds)$ is adapted, $\mu$ being a probability measure with a finite first moment
Comment: Note the misprint ${\cal G}$-martingale instead of ${\cal G}$-semimartingale in the statement of condition (H')
Keywords: Enlargement of filtrations
Nature: Original
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