Parametrization in the progressively enlarged filtration

Kun Tian, Dewen Xiong, Zhongxing Ye

In this paper, we assume that the filtration $\bb F$ is generated by a $d$-dimensional Brownian motion $W=(W_1,\cdots ,W_d{)}^{\prime }$ as well as an integer-valued random measure $\mu (du,dy)$.…