Pages that link to "Item:Q2240853"
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The following pages link to Semimartingales and shrinkage of filtration (Q2240853):
Displaying 7 items.
- Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis (Q2076599) (← links)
- Optional projection under equivalent local martingale measures (Q2697499) (← links)
- On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (Q2798580) (← links)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources (Q6115890) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- On the construction of conditional probability densities in the Brownian and compound Poisson filtrations (Q6617084) (← links)