Before revision: In a continuous-path semimartingale market model , we perform an initial enlargement of the filtration  by including the overall minimum of the numeraire portfolio.
After revision: In a continuous-path semimartingale market model with wealth processes discounted by a riskless asset is considered. The numeraire portfolio is the unique strictly positive wealth process that, when used as a benchmark to denominate all other wealth, makes all wealth processes local martingales. It is assumed that the numeraire portfolio exists and that its wealth increases to infinity as time goes to infinity. Under this setting, an initial enlargement of the filtration by including the overall minimum of the numeraire portfolio.