scientific article; zbMATH DE number 3653255

Cited in

(23)

Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
The value of foresight
Financial markets with a large trader
On a one-parameter generalization of the Brownian bridge and associated quadratic functionals
Enlarged filtrations for diffusions
Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis
Stochastic integrals and two filtrations
Spectral equivalence of Gaussian random functions: operator approach
Filtration shrinkage, the structure of deflators, and failure of market completeness
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
On martingale transform inequalities in certain quasi-Banach function spaces
Harnesses, Lévy bridges and Monsieur Jourdain
Progressive enlargements of filtrations with pseudo-honest times
GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS
The value of insight
Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
Comportement des semi-martingales dans un grossissement de filtration
Stochastic integrals and conditional full support
The Black–Scholes equation in the presence of arbitrage
The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts
Central limit theorems for divergent higher-order Hermite integrals of Brownian motion
On the construction of Wiener integrals with respect to certain pseudo-Bessel processes
Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields

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