A new kind of augmentation of filtrations suitable for a change of   probability measure by a strict local martingale
  In this note we introduce a new kind of augmentation of filtrations along a sequence of stopping times. This augmentation is suitable for the construction of new probability measures associated to a positive strict local martingale as done in \cite{split1}, while it is on the other hand rich enough to make classical results from stochastic analysis hold true on some stochastic interval of interest. 
Doerte Kreher and Ashkan Nikeghbali
math.PR