scientific article; zbMATH DE number 3511348

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Martingale representation on enlarged filtrations: the role of the accessible jump times
An example of martingale representation in progressive enlargement by an accessible random time
Filtrations for the two parameter jump process
A note on chaotic and predictable representations for Itô-Markov additive processes
Random walks on discrete cylinders with large bases and random interlacements
The martingales of an independent increment process
scientific article; zbMATH DE number 3597670 (Why is no real title available?)
An image-based filter for discrete-time Markovian jump linear systems
Single jump filtrations and local martingales
Stability of the classification of stopping times
Stochastic integrals for martingales of a jump process with partially accessible jump times
Single jump processes and strict local martingales
Time-dynamic evaluations under non-monotone information generated by marked point processes
Levy functionals and jump process martingales
Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case
The joint law of a max-continuous local submartingale and its maximum
Nonlinear reserving and multiple contract modifications in life insurance
On stochastic control for time changed Lévy dynamics
The predictable representation property of compensated-covariation stable families of martingales
Integral representations of martingales for progressive enlargements of filtrations
Un esempio di applicazione della teoria «generale» dei processi a un problema di rappresentazione di martingale

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