53

Drift operator in a viable expansion of information flow

Year:
2016
Language:
english
File:
PDF, 354 KB
english, 2016
58

Counterparty risk and funding: immersion and beyond

Year:
2016
Language:
english
File:
PDF, 1.50 MB
english, 2016
65

BSDEs of counterparty risk

Year:
2015
Language:
english
File:
PDF, 501 KB
english, 2015
74

Two-parameter Bessel processes

Year:
1999
Language:
english
File:
PDF, 184 KB
english, 1999
75

A study on Markovian maximality, change of probability and regularity

Year:
1994
Language:
english
File:
PDF, 1.60 MB
english, 1994
85

An explicit model of default time with given survival probability

Year:
2011
Language:
english
File:
PDF, 356 KB
english, 2011
86

Invariance times

Year:
2017
Language:
english
File:
PDF, 450 KB
english, 2017
88

Closability and resolvent of Dirichlet forms perturbed by jumps

Year:
1993
Language:
english
File:
PDF, 728 KB
english, 1993