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- Person:1265772 (section List of research outcomes)2023-06-26 Paper BSDEs and Enlargement of Filtration 2022-09-30 Paper Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence...10 bytes (18 words) - 20:00, 11 December 2023
- Person:288831 (section List of research outcomes)solution method for the problem of enlargement of filtration 2013-02-12 Paper Drift operator in a market affected by the expansion of information flow : a case...10 bytes (16 words) - 22:34, 10 December 2023
- Person:2116356 (section List of research outcomes)Publication Date of Publication Type Enlargement of filtration on Poisson space: a Malliavin calculus approach 2022-07-05 Paper A Simple and Efficient...10 bytes (17 words) - 04:49, 12 December 2023
- Person:496740 (section List of research outcomes)Martingale representation on enlarged filtrations: the role of the accessible jump times 2017-08-19 Paper Enlargement of filtration and predictable representation...10 bytes (16 words) - 04:52, 9 December 2023
- Person:2076598 (section List of research outcomes)Date of Publication Type BSDEs and Enlargement of Filtration 2022-09-30 Paper Projections of martingales in enlargements of Brownian filtrations under...10 bytes (16 words) - 01:25, 25 September 2023
- Person:645273 (section List of research outcomes)Publication Date of Publication Type Enlargement of filtration on Poisson space: a Malliavin calculus approach 2022-07-05 Paper On the probability of completeness...10 bytes (18 words) - 07:27, 7 October 2023
- Person:3531245 (section List of research outcomes)on Poisson Space and Enlargement of Filtration 2003-02-24 Paper...10 bytes (16 words) - 14:38, 28 January 2024
- Person:1726858 (section List of research outcomes)via Itô Calculus 2008-01-30 Paper Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach 2006-10-23 Paper https://portal...10 bytes (16 words) - 03:37, 12 December 2023
- Person:889616 (section List of research outcomes)initial enlargement of filtration 2017-06-29 Paper No-arbitrage for informational discrete time market models 2017-04-11 Paper Explicit Description of HARA...10 bytes (16 words) - 03:29, 13 December 2023
- Person:6164926 (section List of research outcomes)semimartingales of class-($\Sigma$) 2018-01-11 Paper On the first hitting times of one dimensional elliptic diffusions 2016-09-29 Paper An enlargement of filtration...10 bytes (17 words) - 10:54, 5 September 2024
- Person:180719 (section List of research outcomes)https://portal.mardi4nfdi.de/entity/Q5430704 2007-12-16 Paper Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach...10 bytes (16 words) - 18:01, 8 December 2023
- Person:2128618 (section List of research outcomes)Measures and Progressive Enlargement of Filtration: A BSDE Approach 2020-11-07 Paper Stochastic filtering and optimal control of pure jump Markov processes...10 bytes (16 words) - 14:05, 24 September 2023
- Person:746169 (section List of research outcomes)control of stochastic Volterra equations 2017-03-27 Paper Optimal insider control and semimartingale decompositions under enlargement of filtration 2016-10-28...10 bytes (16 words) - 15:30, 6 October 2023
- Person:496741 (section List of research outcomes)Martingale representation on enlarged filtrations: the role of the accessible jump times 2017-08-19 Paper Enlargement of filtration and predictable representation...10 bytes (16 words) - 17:16, 6 October 2023
- Person:1691447 (section List of research outcomes)2017-06-22 Paper Enlargement of Filtration with Finance in View 2016-08-08 Paper On an Optional Semimartingale Decomposition and the Existence of a Deflator...10 bytes (16 words) - 19:51, 24 September 2023
- Person:962868 (section List of research outcomes)model using privacy-friendly social event data 2018-07-12 Paper An enlargement of filtration formula with applications to multiple non-ordered default times...10 bytes (17 words) - 21:11, 11 December 2023
- Person:889617 (section List of research outcomes)quasi-left-continuous models 2017-10-23 Paper Structure condition under initial enlargement of filtration 2017-06-29 Paper No-arbitrage for informational discrete time market...10 bytes (16 words) - 11:03, 6 October 2023
- Person:253108 (section List of research outcomes)equation on a triangle 2021-10-19 Paper Enlargement of Filtration in Discrete Time 2020-11-12 Paper Joint law of an Ornstein–Uhlenbeck process and its supremum...10 bytes (19 words) - 12:22, 7 October 2023
- Person:269763 (section List of research outcomes)time and failure modes: an application of enlarged filtration 2006-06-09 Paper Backward simulation of ancestors of sampled individuals 2005-09-28 Paper https://portal...10 bytes (17 words) - 11:43, 7 October 2023
- Person:297461 (section List of research outcomes)Progressive Enlargement of Filtration: A BSDE Approach 2020-11-07 Paper CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES 2020-03-26 Paper Time-consistency of risk...10 bytes (18 words) - 12:51, 6 October 2023
