Quelques applications de la théorie générale des processus. I
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Publication:758803
DOI10.1007/BF01389817zbMath0268.60068OpenAlexW136740172MaRDI QIDQ758803
Publication date: 1972
Published in: Inventiones Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/142182
Related Items (24)
LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES ⋮ Unnamed Item ⋮ Some Extensions of Norros’ Lemma in Models with Several Defaults ⋮ A reading guide for last passage times with financial applications in view ⋮ Multiplicative decompositions and frequency of vanishing of nonnegative submartingales ⋮ On the equivalence of three potential principles for right Markov processes ⋮ Non-stopping times and stopping theorems ⋮ Integral representations of martingales for progressive enlargements of filtrations ⋮ Generalized BSDE and reflected BSDE with random time horizon ⋮ Random times and multiplicative systems ⋮ Enlargements of filtrations and path decompositions at non stopping times ⋮ From the decompositions of a stopping time to risk premium decompositions ⋮ On the characterisation of honest times that avoid all stopping times ⋮ Théorie générale des processus et retournement du temps ⋮ Sur le retournement du temps ⋮ Balayage and multiplicative functionals ⋮ Change of measure up to a random time: details ⋮ Default times, no-arbitrage conditions and changes of probability measures ⋮ Study of a filtration expanded to include an honest time ⋮ A fine domination principle for excessive measures ⋮ On the excursions of Markov processes in classical duality ⋮ Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process ⋮ Théoreme de Fatou et frontière de Martin ⋮ A definition and some characteristic properties of pseudo-stopping times
Cites Work
- Markov processes and Martin boundaries. I
- Processus de Markov: la frontière de Martin
- Noyau potentiel associé à une fonction excessive d'un processus de Markov
- [https://portal.mardi4nfdi.de/wiki/Publication:5551944 Propri�t�s de continuit� fine des fonctions coexcessives]
- The exit measure of a supermartingale
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