Martingale representation theorems for initially enlarged filtrations

By Jürgen Amendinger. 2000

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An Anticipating Calculus Approach to the Utility Maximization of an Insider (2003, methodology): “several authors have used the techniques of the enlargement of filtration (see for example [ 2 ],”
Conditional Markov chains: Properties, construction and structured dependence (2017, background): “In what follows we take Gt = ( ∨ x,y∈S y 6=x FNxyt ) ∨ σ(ξ), t ∈ [0, T ]; (3.3) the corresponding ltration G is known to be right-continuous for t ∈ [0, T ) (see (Amendinger, 2000, Proposition 3.3) ).”