scientific article

zbMath0418.60038MaRDI QIDQ3851346

Thierry Jeulin

Publication date: 1979

Full work available at URL: http://www.numdam.org/item?id=SPS_1979__13__574_0

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zbMATH Keywords

Markov processesstopping times

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

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BSDEs and Enlargement of Filtration ⋮ Maximum variation of total risk ⋮ Measure-valued random processes ⋮ An enlargement of filtration formula with applications to multiple non-ordered default times ⋮ Random times and multiplicative systems ⋮ Default times, no-arbitrage conditions and changes of probability measures ⋮ Progressive enlargement of filtrations with initial times ⋮ Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management ⋮ Progressive enlargements of filtrations with pseudo-honest times ⋮ Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII ⋮ Enlarged filtrations for diffusions ⋮ Excursions away from the Lipschitz minorant of a Lévy process

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