Abstract
The strong predictable representation property of semi-martingales and the notion of enlargement of filtration meet naturally in modeling financial markets, and theoretical problems arise. Here, first, we illustrate some of them through classical examples. Then, we review recent results obtained by studying predictable martingale representations for filtrations enlarged by means of a full process, possibly with accessible components in its jump times. The emphasis is on the non-uniqueness of the martingale enjoying the strong predictable representation property with respect to the same enlarged filtration.
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