Abstract
Given a complete filtered probability space (Ω, (F t ) t ∈ [0,1], F,P). If we enlarge the filtration by random variables satisfying condition A given in [Ja] and condition B X which is defined in this paper (or in [FI]), then the semimartingale property also preserves. Moreover, the invariance of martingale property for Poisson martingale under a simultaneous enlargement of filtration and change of equivalent probability measure can be obtained.
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