scientific article; zbMATH DE number 3638887
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Publication:4197826
zbMATH Open0411.60044MaRDI QIDQ4197826FDOQ4197826
Authors: Marc Yor 
Publication date: 1978
Full work available at URL: http://www.numdam.org/item?id=SPS_1978__12__61_0
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Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)
Cited In (20)
- From the decompositions of a stopping time to risk premium decompositions
- BSDEs of counterparty risk
- Study of a filtration expanded to include an honest time
- The calculus of boundary processes
- Enlargements of filtrations and path decompositions at non stopping times
- Random times and multiplicative systems
- Martingale representation property in progressively enlarged filtrations
- Non-stopping times and stopping theorems
- Structure condition under initial enlargement of filtration
- Nouveaux résultats sur le grossissement des tribus
- Comportement des semi-martingales dans un grossissement de filtration
- Structure Conditions under Progressively Added Information
- No-arbitrage up to random horizon for quasi-left-continuous models
- Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem
- Progressive enlargement of filtrations with initial times
- Progressive enlargements of filtrations with pseudo-honest times
- Grossissements de filtrations : grossissements initiaux et progressifs
- Partial functional quantization and generalized bridges
- Integral representations of martingales for progressive enlargements of filtrations
- On the characterisation of honest times that avoid all stopping times
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