@article{PS_2011__15__S25_0, author = {F\"ollmer, Hans and Protter, Philip}, title = {Local martingales and filtration shrinkage}, journal = {ESAIM: Probability and Statistics}, pages = {S25--S38}, publisher = {EDP-Sciences}, volume = {15}, year = {2011}, doi = {10.1051/ps/2010023}, mrnumber = {2817343}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps/2010023/} }