Successive enlargement of filtrations and application to insider information. Blanchet-Scalliet, C., Hillairet, C., & Jiao, Y. Advances in Applied Probability, 49(3):653–685, September, 2017.
Successive enlargement of filtrations and application to insider information [link]Paper  doi  bibtex   
@Article{Blanchet-Scalliet:2017:SEF,
  author =       "Christophette Blanchet-Scalliet and Caroline Hillairet
                 and Ying Jiao",
  title =        "Successive enlargement of filtrations and application
                 to insider information",
  journal =      j-ADV-APPL-PROB,
  volume =       "49",
  number =       "3",
  pages =        "653--685",
  month =        sep,
  year =         "2017",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.1017/apr.2017.17",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sat Mar 16 08:55:03 MDT 2019",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "https://www.cambridge.org/core/journals/advances-in-applied-probability/article/successive-enlargement-of-filtrations-and-application-to-insider-information/5E1A00A98CB3421EA0556813185D9CCB",
  acknowledgement = ack-nhfb,
  ajournal =     "Adv. Appl. Probab.",
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "https://www.cambridge.org/core/journals/advances-in-applied-probability",
  onlinedate =   "08 September 2017",
}

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