In this paper, we give a partial answer to the following question: if $\mathbb{F}\hookrightarrow\mathbb{G}\hookrightarrow\mathbb{H}$ (where the symbol ($\hookrightarrow$) indicates the immersion property), $\mathbb{F}$ and $\mathbb{H}$ are two strongly Brownian filtrations, is $\mathbb{G}$ also a strongly Brownian filtration ?\\We prove that $\mathbb{G}$ is weakly Brownian in the case of progressive enlargement of $\mathbb{F}$ with an honest time $\tau$ that avoids all stopping times.
@article{28330,
title = {Immersion of strongly Brownian filtrations with honest time avoiding stopping times},
journal = {Boletim da Sociedade Paranaense de Matem\'atica},
volume = {35},
year = {2016},
doi = {10.5269/bspm.v35i3.28330},
language = {EN},
url = {http://dml.mathdoc.fr/item/28330}
}
Bouaka, Aicha; Kandouci, Abdeldjebbar. Immersion of strongly Brownian filtrations with honest time avoiding stopping times. Boletim da Sociedade Paranaense de Matemática, Tome 35 (2016) . doi : 10.5269/bspm.v35i3.28330. http://gdmltest.u-ga.fr/item/28330/