Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Expansion of a filtration with a stochastic process: the information
  drift   When expanding a filtration with a stochastic process it is easily possible
for semimartingale no longer to remain semimartingales in the enlarged
filtration. Y. Kchia and P. Protter indicated a way to avoid this pitfall in
2015, but they were unable to give the semimartingale decomposition in the
enlarged filtration except for special cases. We provide a way to compute such
a decomposition, and moreover we provide a sufficient condition for It\^o
processes to remain It\^o processes in the enlarged filtration. This has
significance in applications to Mathematical Finance.

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The categories of this paper are: cmp-lg
24
The categories of this paper are: dg-ga
1
The categories of this paper are: cs
22
The categories of this paper are: chao-dyn
13
The categories of this paper are: quant-ph
31
The categories of this paper are: ao-sci
12
The categories of this paper are: nucl-th
8
The categories of this paper are: hep-ex
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The categories of this paper are: atom-ph
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The categories of this paper are: plasm-ph
23
The categories of this paper are: solv-int
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The categories of this paper are: eess
21
The categories of this paper are: adap-org
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The categories of this paper are: mtrl-th
25
The categories of this paper are: patt-sol
9
The categories of this paper are: nlin