✦ LIBER ✦

Enlargement of filtrations with random times for processes with jumps

✍ Scribed by Arturo Kohatsu-Higa; Makoto Yamazato

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Progressive enlargement of filtrations w

✍ Monique Jeanblanc; Yann Le Cam 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 843 KB

Linear filtration of stochastic processe

✍ S. A. Pottosina; A. F. Terpugov 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 251 KB

Exit times for a class of piecewise expo

✍ Martin Jacobsen; Anders Tolver Jensen 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 614 KB

First passage times of reflected Ornstei

✍ Lijun Bo 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 549 KB

Stationary distributions of semistochast

✍ Maria Conceição A. Leite; Nikola P. Petrov; Ensheng Weng 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 462 KB

Stochastic integrals for martingales of

✍ Robert J. Elliott 📂 Article 📅 1976 🏛 Springer 🌐 English ⚖ 505 KB