Pages that link to "Item:Q1144833"
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The following pages link to Semi-martingales et grossissement d'une filtration (Q1144833):
Displayed 50 items.
- Uncertainty and inside information (Q261231) (← links)
- Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
- Drift operator in a viable expansion of information flow (Q288832) (← links)
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
- Portfolio optimization with insider's initial information and counterparty risk (Q486930) (← links)
- Change of measure up to a random time: details (Q529431) (← links)
- An explicit model of default time with given survival probability (Q555016) (← links)
- Initial enlargement of filtrations and entropy of Poisson compensators (Q633140) (← links)
- The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997) (← links)
- On aggregation and representative agent equilibria (Q684175) (← links)
- Information, no-arbitrage and completeness for asset price models with a change point (Q740193) (← links)
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864) (← links)
- Brownian penalisations related to excursion lengths. VII (Q838322) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Integration by parts formulae for Wiener measures on a path space between two curves (Q863478) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- On the loss of the semimartingale property at the hitting time of a level (Q895896) (← links)
- Noncanonical representation with an infinite-dimensional orthogonal complement (Q935825) (← links)
- On filtration enlargements and purely discontinuous martingales (Q947156) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields (Q971939) (← links)
- The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation (Q985349) (← links)
- Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line (Q1002532) (← links)
- Further results on some singular linear stochastic differential equations (Q1016620) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- A propagation of chaos result for Burgers' equation (Q1079290) (← links)
- Linear stochastic differential equations with boundary conditions (Q1113195) (← links)
- Infinite dimensional Malliavin calculus and its application (Q1210227) (← links)
- Forward, backward and symmetric stochastic integration (Q1326273) (← links)
- On some inequalities of local time (Q1345074) (← links)
- Some Brownian functionals and their laws (Q1370221) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Dynamics of multivariate default system in random environment (Q1679470) (← links)
- No-arbitrage under a class of honest times (Q1691448) (← links)
- An enlargement of filtration formula with applications to multiple non-ordered default times (Q1691452) (← links)
- The dynamic spread of the forward CDS with general random loss (Q1724436) (← links)
- Default times, no-arbitrage conditions and changes of probability measures (Q1761456) (← links)
- Conditioned stochastic differential equations: theory, examples and application to finance. (Q1766028) (← links)
- Kolmogorov's test for the Brownian snake (Q1872186) (← links)
- Conditioning and initial enlargement of filtration on a Riemannian manifold. (Q1879821) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Thin times and random times' decomposition (Q2042766) (← links)
- The notion of event in probability and causality: situating myself relative to Bruno de Finetti (Q2069042) (← links)
- Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis (Q2076599) (← links)
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)