An enlargement of filtration formula with application to progressive   enlargement with multiple random times
  Given a reference filtration $\mathbb{F}$, we develop in this work a generic method for computing the semimartingale decomposition of $\mathbb{F}$-martingales in some specific enlargements of $\mathbb{F}$. This method is then applied to the study of progressive enlargement with multiple non-ordered random times, for which explicit decompositions can be obtained under the absolute continuity condition of Jacod. 
Monique Jeanblanc, Libo Li, Shiqi Song
math.PR