Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On The Weak Representation Property in Progressively Enlarged
  Filtrations with an Application to Exponential Utility Maximization   In this paper we show that the weak representation property of a
semimartingale $X$ with respect to a filtration $\mathbb{F}$ is preserved in
the progressive enlargement $\mathbb{G}$ by a random time $\tau$ avoiding
$\mathbb{F}$-stopping times and such that $\mathbb{F}$ is immersed in
$\mathbb{G}$. As an application of this, we can solve an exponential utility
maximization problem in the enlarged filtration $\mathbb{G}$ following the
dynamical approach, based on suitable BSDEs, both over the fixed time horizon
$[0,T]$, $T>0$, and over $[0,T\wedge\tau]$.

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The categories of this paper are: bayes-an
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The categories of this paper are: q-alg
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The categories of this paper are: q-fin
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The categories of this paper are: econ
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The categories of this paper are: hep-lat
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The categories of this paper are: eess
1
The categories of this paper are: cs
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The categories of this paper are: nucl-ex
0
The categories of this paper are: hep-ph
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The categories of this paper are: alg-geom
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The categories of this paper are: nlin
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The categories of this paper are: math-ph
3
The categories of this paper are: physics
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The categories of this paper are: acc-phys
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The categories of this paper are: chem-ph
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The categories of this paper are: solv-int