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Random Time with Differentiable Conditional Distribution Function - MaRDI portal

Random Time with Differentiable Conditional Distribution Function (Q3178730)

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Random Time with Differentiable Conditional Distribution Function
scientific article

    Statements

    title
    Random Time with Differentiable Conditional Distribution Function (English)
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    author
    Shiqi Song
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    publication date
    7 December 2016
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    zbMATH Keywords
    progressive enlargement of filtration
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    Cox measure
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    optional splitting formula
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    Azéma supermartingale
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60G48
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    60G07
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    zbMATH DE Number
    6661745
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    arXiv ID
    1312.5709
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