Pages that link to "Item:Q798622"
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The following pages link to Grossissements de filtrations: exemples et applications. Séminaire de Calcul Stochastique 1982/83, Université Paris VI (Q798622):
Displayed 50 items.
- Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes (Q259571) (← links)
- Drift operator in a viable expansion of information flow (Q288832) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- Integration on loop groups. I: Quasi invariant measures (Q752206) (← links)
- Hitting times of interacting drifted Brownian motions and the vertex reinforced jump process (Q784160) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- Elementary embeddings and games in adapted probability logic (Q920078) (← links)
- The coding complexity of diffusion processes under supremum norm distortion (Q927918) (← links)
- On filtration enlargements and purely discontinuous martingales (Q947156) (← links)
- Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683) (← links)
- Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII (Q999861) (← links)
- Further results on some singular linear stochastic differential equations (Q1016620) (← links)
- A two-sided stochastic integral and its calculus (Q1085890) (← links)
- Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- Default times, no-arbitrage conditions and changes of probability measures (Q1761456) (← links)
- Conditioned stochastic differential equations: theory, examples and application to finance. (Q1766028) (← links)
- Conditioning and initial enlargement of filtration on a Riemannian manifold. (Q1879821) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century (Q2101894) (← links)
- Progressive enlargement of filtrations with initial times (Q2270882) (← links)
- On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Enlargements of filtrations and path decompositions at non stopping times (Q2431746) (← links)
- On the characterisation of honest times that avoid all stopping times (Q2434485) (← links)
- Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393) (← links)
- How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? (Q2483453) (← links)
- The Shannon information of filtrations and the additional logarithmic utility of insiders (Q2496964) (← links)
- BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951) (← links)
- A definition and some characteristic properties of pseudo-stopping times (Q2571696) (← links)
- Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps (Q2572198) (← links)
- A white noise approach to optimal insider control of systems with delay (Q2633842) (← links)
- PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE (Q2797876) (← links)
- Optimal insider control and semimartingale decompositions under enlargement of filtration (Q2830713) (← links)
- ABSOLUTELY CONTINUOUS COMPENSATORS (Q3006606) (← links)
- The Value of Insight (Q3387920) (← links)
- A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold (Q4292752) (← links)
- Anticipative portfolio optimization under constraints and a higher interest rate for borrowing (Q4542189) (← links)
- From the decompositions of a stopping time to risk premium decompositions (Q4606382) (← links)
- Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
- HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (Q4906525) (← links)
- Diffusion Bridges for Stochastic Hamiltonian Systems and Shape Evolutions (Q5068853) (← links)
- Successive enlargement of filtrations and application to insider information (Q5233185) (← links)
- PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING (Q5265242) (← links)
- Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
- MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)
- Insider Trading in Convergent Markets (Q5700150) (← links)
- On breadth‐first constructions of scaling limits of random graphs and random unicellular maps (Q6052477) (← links)
- Some Remarks on Enlargement of Filtration and Finance (Q6061110) (← links)
- Martingales in Japan (Q6096239) (← links)