Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Martingale Representation in the Enlargement of the Filtration Generated
  by a Point Process   Let $X$ be a point process and let $\mathbb{X}$ denote the filtration
generated by $X$. In this paper we study martingale representation theorems in
the filtration $\mathbb{G}$ obtained as an initial and progressive enlargement
of the filtration $\mathbb{X}$. The progressive enlargement is done here by
means of a whole point process $H$. We do not require further assumptions on
the point process $H$ nor on the dependence between $X$ and $H$. In particular,
we recover the special case of the progressive enlargement by a random time
$\tau$.

25
The categories of this paper are: patt-sol
4
The categories of this paper are: cond-mat
8
The categories of this paper are: hep-ex
15
The categories of this paper are: nucl-ex
16
The categories of this paper are: stat
7
The categories of this paper are: hep-th
30
The categories of this paper are: q-alg
24
The categories of this paper are: dg-ga
32
The categories of this paper are: atom-ph
23
The categories of this paper are: solv-int
31
The categories of this paper are: ao-sci
37
The categories of this paper are: supr-con
29
The categories of this paper are: funct-an
5
The categories of this paper are: gr-qc
9
The categories of this paper are: nlin
21
The categories of this paper are: adap-org