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Modern Stochastics: Theory and Applications


Cited by 6
Single jump filtrations and local martingales

Intermediated Asymmetric Information, Compensation, and Career Prospects
Ron Kaniel, Dmitry Orlov
https://doi.org/10.1257/aer.20200169
Journal  American Economic Review Volume 115, Issue 10 (2025), p. 3638
Joint Distributions of Generalized Integrable Increasing Processes and Their Generalized Compensators
D. A. Borzykh
https://doi.org/10.1137/S0040585X97T991714
Journal  Theory of Probability & Its Applications Volume 69, Issue 1 (2024), p. 1
Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale
Alexander A. Gushchin, Assylliya K. Zhunussova
https://doi.org/10.1007/978-3-030-76829-4_11
Book  Springer Proceedings in Mathematics & Statistics (Operator Theory and Harmonic Analysis) Volume 358 (2021), p. 219
The Joint Law of a Max-Continuous Local Submartingale and Its Maximum
A. A. Gushchin
https://doi.org/10.1137/S0040585X97T990113
Journal  Theory of Probability & Its Applications Volume 65, Issue 4 (2021), p. 545
Совместное распределение макс-непрерывного локального субмартингала и его максимума
Alexander Alexandrovich Gushchin
https://doi.org/10.4213/tvp5339
Journal  Теория вероятностей и ее применения Volume 65, Issue 4 (2020), p. 693
Совместные распределения обобщенных интегрируемых возрастающих процессов и их обобщенных компенсаторов
Dmitriy Alexandrovich Borzykh
https://doi.org/10.4213/tvp5562
Journal  Теория вероятностей и ее применения Volume 69, Issue 1 (2024), p. 3


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