Alexander Sokol

Available identifiers

Publication	Date of Publication	Type
A generic model for spouse's pensions with a view towards the calculation of liabilities	2015-12-14	Paper
Exponential Martingales and Changes of Measure for Counting Processes	2015-10-20	Paper
Revisiting the forward equations for inhomogeneous semi-Markov processes	2015-04-12	Paper
Causal interpretation of stochastic differential equations	2015-02-03	Paper
Optimal Novikov-type criteria for local martingales with jumps	2014-09-22	Paper
Quantifying identifiability in independent component analysis	2014-09-05	Paper
Degrees of freedom for nonlinear least squares estimation	2014-02-12	Paper
An Elementary Proof that the First Hitting Time of an Open Set by a Jump Process is a Stopping Time	2013-11-28	Paper
Intervention in Ornstein-Uhlenbeck SDEs	2013-08-09	Paper
An elementary proof that the first hitting time of an $F_\sigma$ set by a jump process is a stopping time	2013-08-09	Paper
An extended Novikov-type criterion for local martingales with jumps	2012-10-10	Paper
Proving existence results in martingale theory using a subsequence principle	2012-05-11	Paper

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