• Theory of Stochastic Processes.- Semimartingales.- Change of probability and Girsanov’s Theorem.- Projections and Dual Projections.- Exercises .-Bibliographic.- Compensators of Random .- Compensator of a Default Indicator in its own Filtration.- Compensator of the Default Process in a General Setting .- Cox Processes and Extensions.- Study of Azéma’s supermartingale in general setting.- Exercices .- Bibliographic Notes.-Immersion Property.- Immersion of Immersion in a Progressive Enlargement of Filtration.- Multidefaults Setting.-Exercices .- Bibliographic.- Initial Enlargement.- Brownian and Poisson Bridges.- Insider Trading.- Enlargement of Filtration setting.- Yor’s Method.-Jacod’s Absolute Continuity Condition.- Jacod’s Equivalence Condition.- List of examples in the Literature.- Bibliographic Notes.- Progressive Enlargement.- G-semimartingale decomposition of F-martingales before t.- Honest Times.- (E)-times.- 5.4 Pseudo-stopping Times.- Predictable Representation property.-Enlargement with the filtration generated by a continuous process .- Arbitrages in a progressive Enlargement.- Applications of (E)-times to Finance.- Exercises.- Bibliographic Notes.- Solutions to some exercises.- Indexes.

“This book presents a succinct exposition on the theory of filtration enlargements. … The book delivers a systematic and updated account of the subject. There is a long list of papers in the references, including the authors’ own contributions, providing a broad perspective. … it is an excellent guide from which the reader will gain a global view of the field.” (Erick Treviño-Aguilar, Mathematical Reviews, August, 2018)​“The book is devoted to enlargement of filtration – an important tool and field of study in the theory of stochastic processes. … The book is a useful reading for students and professionals in theory and practice of finance.” (Pavel Stoynov, zbMATH 1397.91003, 2018)