Pages that link to "Item:Q818314"
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The following pages link to Random times and enlargements of filtrations in a Brownian setting. (Q818314):
Displaying 16 items.
- CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS (Q5114679) (← links)
- Characteristics and Constructions of Default Times (Q5123452) (← links)
- Strongly constrained stochastic processes: the multi-ends Brownian bridge (Q5149673) (← links)
- STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
- Successive enlargement of filtrations and application to insider information (Q5233185) (← links)
- Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time (Q5239327) (← links)
- Asymptotic Glosten--Milgrom Equilibrium (Q5250045) (← links)
- PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING (Q5265242) (← links)
- RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (Q5358112) (← links)
- Monotone utility convergence (Q5754675) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5915903) (← links)
- Markov bridges: SDE representation (Q5962603) (← links)
- Some perpetual integral functionals of the three-dimensional Bessel process (Q6038465) (← links)
- Some Remarks on Enlargement of Filtration and Finance (Q6061110) (← links)
- SDEs with no strong solution arising from a problem of stochastic control (Q6137387) (← links)
- Pricing European options under stochastic looping contagion risk model (Q6179935) (← links)