{"paper":{"title":"Drift operator in a viable expansion of information flow","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Shiqi Song","submitted_at":"2015-05-14T15:49:16Z","abstract_excerpt":"A triplet $(\\mathbb{P},\\mathbb{F},S)$ of a probability measure $\\mathbb{P}$, of an information flow $\\mathbb{F}=(\\mathcal{F}_t)_{t\\in\\mathbb{R}_+}$, and of an $\\mathbb{F}$ adapted asset process $S$, is a financial market model, only if it is viable. In this paper we are concerned with the preservation of the market viability, when the information flow $\\mathbb{F}$ is replaced by a bigger one $\\mathbb{G}=(\\mathcal{G}_t)_{t\\geq 0}$ with $\\mathcal{G}_t\\supset\\mathcal{F}_t$. Under the assumption of martingale representation property in $(\\mathbb{P},\\mathbb{F})$, we prove a necessary and sufficient"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1505.03766","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}