XII: 11, 78-97, LNM 649 (1978)
JEULIN, Thierry; YOR, Marc
Grossissement d'une filtration et semi-martingales~: Formules explicites (General theory of processes)
This contains very substantial improvements on 1209, namely, the explicit computation of the characteristics of the semimartingales involved
Comment: For additional results on enlargements, see the two Lecture Notes volumes 833 (T. Jeulin) and 1118. See also 1350
Keywords: Enlargement of filtrations, Honest times
Nature: Original
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