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- 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
- Zheng Zhang (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
- Antonella Calzolari (section List of research outcomes)PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES 2022-07-13 Paper Martingale representations in progressive enlargement by the reference filtration of a...10 bytes (16 words) - 04:52, 9 December 2023
- Dongli Wu (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
- John A. Wright (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
- Mounir Mensi (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
- 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
- Olfa Draouil (section List of research outcomes)Optimal insider control and semimartingale decompositions under enlargement of filtration 2016-10-28 Paper Stochastic differential games with inside information...10 bytes (16 words) - 15:30, 6 October 2023
- Tahir Choulli (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
- Esko Valkeila (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
- Alessandro Calvia (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
- Barbara Torti (section List of research outcomes)PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES 2022-07-13 Paper Martingale representations in progressive enlargement by the reference filtration of a...10 bytes (16 words) - 17:16, 6 October 2023
- Anna Aksamit (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
- Li-Bo Li (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
- Ying Jiao (section List of research outcomes)strategies in the presence of liability constraints 2016-12-13 Paper Generalized density approach in progressive enlargement of filtrations 2015-11-27 Paper Density...10 bytes (16 words) - 03:47, 12 December 2023
- Jun Deng (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
- Tsung-Ming Chao (section List of research outcomes)THE THEORY OF ENLARGEMENT OF FILTRATIONS 2002-07-10 Paper https://portal.mardi4nfdi.de/entity/Q2725597 2001-07-12 Paper On some inequalities of multiple...10 bytes (18 words) - 14:18, 13 December 2023
- Shiqi Song (section List of research outcomes)expansion 2018-03-07 Paper Invariance times 2018-02-14 Paper An enlargement of filtration formula with applications to multiple non-ordered default times...10 bytes (16 words) - 22:34, 10 December 2023
- 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
- Space and First-Order Mean Field Type Problem 2022-11-15 Paper Enlargement of filtration on Poisson space: a Malliavin calculus approach 2022-07-05 Paper...10 bytes (21 words) - 22:03, 9 December 2023
