Entropy and additional utility of a discrete information disclosed progressively in time


The additional information carried by enlarged filtration and its measurement was studied by several authors. Already Meyer (Sur un theoreme de J. Jacod, 1978) and Yor (Entropie d'une partition, et grossissement initial d'une... [ view full abstract ]


  1. Anna Aksamit (University of Sydney)

Topic Areas

Information Models , Stochastic Analysis , Utility Theory


FR-A-SY » Dynamic Information (10:00 - Friday, 20th July, Synge)

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