ABSOLUTELY CONTINUOUS COMPENSATORS (Q3006606): Difference between revisions

@@ Property / author @@
+Philip E. Protter
@@ Property / author: Philip E. Protter / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3053
@@ Property / arXiv ID: 1005.3053 / rank @@
+Normal rank
@@ Property / cites work @@
+Hazard rate for credit risk and hedging defaultable contingent claims
+Normal rank
@@ Property / cites work @@
+Systemes de Levy des processus de Markov
@@ Property / cites work: Systemes de Levy des processus de Markov / rank @@
+Normal rank
@@ Property / cites work @@
+Changes of filtrations and of probability measures
+Normal rank
@@ Property / cites work @@
+Q3999494
@@ Property / cites work: Q3999494 / rank @@
+Normal rank
@@ Property / cites work @@
+The Brownian escape process
@@ Property / cites work: The Brownian escape process / rank @@
+Normal rank
@@ Property / cites work @@
+Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem
+Normal rank
@@ Property / cites work @@
+Information reduction via level crossings in a credit risk models
+Normal rank
@@ Property / cites work @@
+Progressive enlargement of filtrations with initial times
+Normal rank
@@ Property / cites work @@
+Grossissements de filtrations: exemples et applications. Séminaire de Calcul Stochastique 1982/83, Université Paris VI
+Normal rank
@@ Property / cites work @@
+Processus de Markov
@@ Property / cites work: Processus de Markov / rank @@
+Normal rank
@@ Property / cites work @@
+Enlargements of filtrations and path decompositions at non stopping times
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@@ Property / OpenAlex ID @@
+W2125706456
@@ Property / OpenAlex ID: W2125706456 / rank @@
+Normal rank