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ESAIM: Probability and Statistics, ISSN 1292-8100, 3/2012, Volume 17, pp. 550 - 566
Journal Article
Journal Article
Electronic Journal of Probability, ISSN 1083-6489, 08/2015, Volume 20, Issue 85, pp. 1 - 21
Motivated by credit risk modelling, we consider a type of default times whose probability law can have atoms, where standard intensity and density hypotheses... 
Progressive enlargement of filtration | Semimartingale decomposition | Sovereign default modelling | Generalized density | RISK | STATISTICS & PROBABILITY | MODEL | sovereign default modelling | semimartingale decomposition | progressive enlargement of filtration | Probability | Mathematics
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 2009, Volume 119, Issue 8, pp. 2523 - 2543
The preservation of the semi-martingale property in progressive enlargement of filtrations has been studied by many authors. Most of them focus on progressive... 
Canonical decomposition of semi-martingales | Progressive enlargement of filtrations | Credit risk | MARTINGALES | STATISTICS & PROBABILITY | PARAMETER | Progressive enlargement of filtrations Credit risk Canonical decomposition of semi-martingales
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 04/2019, Volume 129, Issue 4, pp. 1229 - 1258
We work in the setting of the progressive enlargement of a reference filtration through the observation of a random time . We study an integral representation... 
Pseudo-stopping time | Random time | Poisson process | Progressive enlargement | Predictable representation property | PROBABILITY | GENERAL-THEORY | RANDOM TIMES | STATISTICS & PROBABILITY | Information science
Journal Article
Journal Article
Journal Article
Journal of Theoretical Probability, ISSN 0894-9840, 9/2014, Volume 27, Issue 3, pp. 683 - 724
Journal Article
Journal of Theoretical Probability, ISSN 0894-9840, 11/2014, pp. 683 - 724
This work deals with backward stochastic differential equation (BSDE) with random marked jumps, and their applications to default risk. We show that these... 
Probability | Mathematics
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 06/2016, Volume 126, Issue 6, pp. 1761 - 1784
In a general semimartingale financial model, we study the stability of the ( ) (or, equivalently, ) condition under initial and under progressive filtration... 
Initial enlargement of filtrations | Progressive enlargement of filtrations | Arbitrage of the first kind | Martingale deflator | Probability | Mathematics
Journal Article
EYE, ISSN 0950-222X, 03/2015, Volume 29, Issue 3, pp. 313 - 322
Purpose To compare best-corrected visual acuity (BCVA) and central macular thickness (CMT) after 532-nm subthreshold laser grid photocoagulation and threshold... 
SCARS | OPHTHALMOLOGY | PROGRESSIVE ENLARGEMENT
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 2010, Volume 120, Issue 9, pp. 1795 - 1820
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 05/2017, Volume 127, Issue 5, pp. 1565 - 1598
This paper extends results of Mortimer and Williams (1991) about changes of probability measure up to a random time under the assumptions that all martingales... 
Random times | NFLVR | Progressive enlargement of filtrations | Change of measure | PROPERTY | ENLARGEMENTS | KIND | REPRESENTATION | STATISTICS & PROBABILITY | ARBITRAGE | FILTRATIONS | MARTINGALE
Journal Article
Arteriosclerosis, Thrombosis, and Vascular Biology, ISSN 1079-5642, 06/2019, Volume 39, Issue 6, pp. 1125 - 1136
OBJECTIVE—Isolated common iliac artery aneurysms (CIAA) are rare. Their prognosis and influence on aortoiliac blood flow and remodeling are unclear. We... 
aneurysm | aorta | iliac artery | prognosis | hemodynamics | LOCATION | FLUID-STRUCTURE INTERACTION | STRESSES | RUPTURE | PERIPHERAL VASCULAR DISEASE | PROGRESSIVE ENLARGEMENT | HEMATOLOGY | BIFURCATION
Journal Article
Journal of Neurology, Neurosurgery & Psychiatry, ISSN 0022-3050, 10/2013, Volume 84, Issue 10, pp. 1082 - 1091
Journal Article