Baudoin, Fabrice; Nguyen-Ngoc, Laurent - In: Finance and Stochastics 8 (2004) 3, pp. 415-435
The results of [4] are extended under weaker assumptions to d-dimensional and possibly discontinuous processes and applied to the modelling of weak anticipations both on complete and incomplete financial markets. In the case of a complete market, we show that there exists a minimal probability...