Search results
From MaRDI portal
- Person:6230542 (section List of research outcomes)Publication Date of Publication Type Enlargements of filtrations and applications 2012-01-27 Paper...10 bytes (16 words) - 11:00, 5 September 2024
- Person:504253 (section List of research outcomes)representation 2019-10-07 Paper Martingale Representation in the Enlargement of the Filtration Generated by a Point Process 2019-06-04 Paper Semi-Static and...10 bytes (18 words) - 07:53, 7 October 2023
- Person:2270881 (section List of research outcomes)Publication Date of Publication Type https://portal.mardi4nfdi.de/entity/Q3400712 2010-02-05 Paper Progressive enlargement of filtrations with initial times...10 bytes (18 words) - 11:56, 7 October 2023
- Person:894141 (section List of research outcomes)approach in progressive enlargement of filtrations 2015-11-27 Paper...10 bytes (16 words) - 09:39, 7 October 2023
- Person:2309593 (section List of research outcomes)Publication Date of Publication Type Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization 2020-04-01...10 bytes (16 words) - 17:11, 24 September 2023
- Person:6428599 (section List of research outcomes)Publication Date of Publication Type Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples 2023-03-06 Paper...10 bytes (16 words) - 11:16, 5 September 2024
- Person:271850 (section List of research outcomes)Paper Arbitrage of the first kind and filtration enlargements in semimartingale financial models 2016-04-20 Paper A MODEL-FREE VERSION OF THE FUNDAMENTAL...10 bytes (17 words) - 02:36, 10 December 2023
- Person:4561932 (section List of research outcomes)Publication Date of Publication Type Conditional Default Probability and Density 2018-12-13 Paper Carthaginian enlargement of filtrations 2014-04-10 Paper...10 bytes (16 words) - 12:27, 14 March 2024
- Person:633139 (section List of research outcomes)Publication Date of Publication Type Quantile hedging for an insider 2011-05-30 Paper Initial enlargement of filtrations and entropy of Poisson compensators...10 bytes (16 words) - 11:24, 7 October 2023
- Person:253107 (section List of research outcomes)SKOROKHOD EMBEDDINGS IN BOUNDED TIME 2011-10-11 Paper Initial enlargement of filtrations and entropy of Poisson compensators 2011-03-31 Paper CREDIT RISK PREMIA...10 bytes (16 words) - 12:22, 7 October 2023
- Person:181810 (section List of research outcomes)cylinders: an enlargement of the mapping class group 2002-01-01 Paper Concordance and 1-loop clovers 2001-12-10 Paper Homology cylinders: an enlargement of the mapping...10 bytes (18 words) - 17:23, 8 December 2023
- Person:1240468 (section List of research outcomes)comparison of stochastic integrals 1979-01-01 Paper ? p stability of solutions of stochastic differential equations 1978-01-01 Paper ? p stability of solutions...10 bytes (18 words) - 06:48, 9 December 2023
- Person:2145794 (section List of research outcomes)LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT 2020-03-26 Paper...10 bytes (16 words) - 00:23, 25 September 2023
- Person:252725 (section List of research outcomes)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
- Person:484209 (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
- Person:1572827 (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
- Person:2377312 (section List of research outcomes)Publication Date of Publication Type Enlargement of Filtrations -- A Primer 2022-10-13 Paper The Levy-Ito Decomposition theorem 2015-06-09 Paper Commutator...10 bytes (16 words) - 16:21, 8 December 2023
- Person:354198 (section List of research outcomes)Number of Zeros of Linear Combinations of Independent Characteristic Polynomials of Random Unitary Matrices 2016-01-07 Paper A characterization of limiting...10 bytes (16 words) - 12:59, 11 December 2023
- Person:818313 (section List of research outcomes)de/entity/Q3397649 2009-09-22 Paper Aspects of Brownian motion 2008-09-25 Paper Random times and enlargements of filtrations in a Brownian setting. 2006-03-27 Paper...10 bytes (17 words) - 00:48, 13 December 2023
- Person:654401 (section List of research outcomes)Functionals of Higher Order Differences of Brownian Semi-Stationary Processes 2013-07-08 Paper New central limit theorems for functionals of Gaussian processes...10 bytes (18 words) - 16:04, 12 December 2023