Quelques applications de la théorie générale des processus. I

Cites work

scientific article; zbMATH DE number 3272022 (Why is no real title available?)
scientific article; zbMATH DE number 3390061 (Why is no real title available?)
scientific article; zbMATH DE number 3403572 (Why is no real title available?)
Markov processes and Martin boundaries. I
Noyau potentiel associé à une fonction excessive d'un processus de Markov
Processus de Markov: la frontière de Martin
Propri�t�s de continuit� fine des fonctions coexcessives
The exit measure of a supermartingale

Cited in

(25)

On the equivalence of three potential principles for right Markov processes
Default times, no-arbitrage conditions and changes of probability measures
On the excursions of Markov processes in classical duality
Integral representations of martingales for progressive enlargements of filtrations
Enlargements of filtrations and path decompositions at non stopping times
On the characterisation of honest times that avoid all stopping times
Théoreme de Fatou et frontière de Martin
A definition and some characteristic properties of pseudo-stopping times
A reading guide for last passage times with financial applications in view
Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process
Théorie générale des processus et retournement du temps
Balayage and multiplicative functionals
scientific article; zbMATH DE number 3574684 (Why is no real title available?)
Study of a filtration expanded to include an honest time
Random times and multiplicative systems
Some extensions of Norros' lemma in models with several defaults
From the decompositions of a stopping time to risk premium decompositions
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
On time reversal
Change of measure up to a random time: details
Generalized BSDE and reflected BSDE with random time horizon
A default system with overspilling contagion
A fine domination principle for excessive measures
Multiplicative decompositions and frequency of vanishing of nonnegative submartingales
Non-stopping times and stopping theorems

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