المؤلفون: Alexander M. G. Cox (Department of Mathematical Sciences, University of Bath, UK), Benjamin A. Robinson (University of Vienna)

المصدر: Electronic Journal of Probability ; issn:1083-6489

مصطلحات موضوعية: Brownian filtrations, circular Brownian motion, Stochastic control, Stochastic differential equations

وصف الملف: application/pdf

Relation: hdl:11353/10.2072466; https://phaidra.univie.ac.at/o:2072466

الاتاحة: https://doi.org/10.1214/23-EJP995
https://phaidra.univie.ac.at/o:2072466

المصدر: Mathematics of Operations Research, 2003 Feb 01. 28(1), 154-180.

URL الوصول: https://www.jstor.org/stable/4126996

المؤلفون: Leuridan, Christophe

المساهمون: Institut Fourier (IF), Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes 2016-2019 (UGA 2016-2019 )

المصدر: Séminaire de probabilités L ; https://hal.science/hal-01560477 ; Séminaire de probabilités L, Séminaire de Probabilités L, pp.33--82, 2019, Lecture Notes in Mathematics 2252

مصطلحات موضوعية: complementability, Brownian filtrations, exchange property, maximality, poly-adic filtrations, filtrations indexed by the non-positive integers, entropy, factors, immersion of filtrations, Automorphisms of Lebesgue spaces, immersed filtrations, Mathematics Subject Classication : 37A05, 60J05, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH]Mathematics [math]

الاتاحة: https://hal.science/hal-01560477
https://hal.science/hal-01560477v5/document
https://hal.science/hal-01560477v5/file/complementability-maximality-V3.pdf

المؤلفون: Aicha Bouaka, Abdeldjebbar Kandouci

المصدر: Boletim da Sociedade Paranaense de Matemática, Vol 35, Iss 3, Pp 255-261 (2017)

مصطلحات موضوعية: Weakly and strongly Brownian filtrations, immersion, predictable representation property, progressive enlargement of filtrations, honest times., Mathematics, QA1-939

وصف الملف: electronic resource

Relation: http://periodicos.uem.br/ojs/index.php/BSocParanMat/article/view/28330; https://doaj.org/toc/0037-8712; https://doaj.org/toc/2175-1188

URL الوصول: https://doaj.org/article/ea27a91159f7426a8f4edc5cc0528bc5

المؤلفون: Brossard, Jean, Emery, Michel, Leuridan, Christophe

المساهمون: Institut Fourier (IF ), Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes 2016-2019 (UGA 2016-2019 ), Institut de Recherche Mathématique Avancée (IRMA), Université de Strasbourg (UNISTRA)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Séminaire de Probabilités XLVI. Lecture Notes in Mathematics, vol 2123. Springer ; https://hal.archives-ouvertes.fr/hal-02272534 ; Séminaire de Probabilités XLVI. Lecture Notes in Mathematics, vol 2123. Springer, pp.377-394, 2014, ⟨10.1007/978-3-319-11970-0_15⟩

مصطلحات موضوعية: Skew-product decomposition, Planar Brownian motion, Brownian filtrations, Complementability, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: hal-02272534; https://hal.archives-ouvertes.fr/hal-02272534; https://hal.archives-ouvertes.fr/hal-02272534/document; https://hal.archives-ouvertes.fr/hal-02272534/file/SkewHAL.pdf

الاتاحة: https://hal.archives-ouvertes.fr/hal-02272534
https://hal.archives-ouvertes.fr/hal-02272534/document
https://hal.archives-ouvertes.fr/hal-02272534/file/SkewHAL.pdf
https://doi.org/10.1007/978-3-319-11970-0_15

المؤلفون: Christophe Leuridan

المساهمون: Institut Fourier (IF ), Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes [2016-2019] (UGA [2016-2019]), Leuridan, Christophe, Institut Fourier (IF), Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)

المصدر: Lecture Notes in Mathematics ISBN: 9783030285340
Séminaire de probabilités L
Séminaire de probabilités L, Séminaire de Probabilités L, pp.33--82, 2019, Lecture Notes in Mathematics 2252
Séminaire de probabilités L, In press

مصطلحات موضوعية: [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Pure mathematics, Mathematics Subject Classication : 37A05, 60J05, [MATH] Mathematics [math], 01 natural sciences, 010104 statistics & probability, exchange property, Probability space, FOS: Mathematics, maximality, Ergodic theory, Entropy (information theory), [MATH]Mathematics [math], 0101 mathematics, Brownian motion, Mathematics, Probability (math.PR), 37A05, 60J05, factors, immersion of filtrations, 010102 general mathematics, Brownian filtrations, Automorphisms of Lebesgue spaces, Automorphism, immersed filtrations, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], complementability, entropy, poly-adic filtrations, Mathematics - Probability, filtrations indexed by the non-positive integers

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e80de6d12b808e706800c1c863fe6f70
https://doi.org/10.1007/978-3-030-28535-7_6

المؤلفون: Jean Brossard, Michel Émery, Christophe Leuridan

المساهمون: Institut Fourier (IF), Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA), Institut de Recherche Mathématique Avancée (IRMA), Université Louis Pasteur - Strasbourg I-Centre National de la Recherche Scientifique (CNRS), Institut Fourier (IF ), Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes [2016-2019] (UGA [2016-2019]), Université de Strasbourg (UNISTRA)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Séminaire de Probabilités XLVI. Lecture Notes in Mathematics, vol 2123. Springer
Séminaire de Probabilités XLVI. Lecture Notes in Mathematics, vol 2123. Springer, pp.377-394, 2014, ⟨10.1007/978-3-319-11970-0_15⟩
Lecture Notes in Mathematics ISBN: 9783319119694

مصطلحات موضوعية: Physics, Planar Brownian motion, Mathematics::Number Theory, 010102 general mathematics, Brownian filtrations, Complementability, 01 natural sciences, Natural filtration, Combinatorics, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], 010104 statistics & probability, Planar, Mathematics::Probability, Product (mathematics), Filtration (mathematics), Skew-product decomposition, 0101 mathematics, Brownian motion

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0dde5e444985d2f537bda7d68fb1a805
https://hal.archives-ouvertes.fr/hal-02272534

المؤلفون: Lazrak, Ali, Quenez, Marie-Claire

المساهمون: Sauder School of Business British Columbia (Sauder), University of British Columbia (UBC), Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA), Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout (BEZOUT), Centre National de la Recherche Scientifique (CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0364-765X.

مصطلحات موضوعية: Brownian filtrations, backward stochastic differential equations, recursive utility, risk aversion, uncertainty resolution, [SHS.GESTION.FIN]Humanities and Social Sciences/Business administration/domain_shs.gestion.fin

Relation: hal-00485718; https://hec.hal.science/hal-00485718

الاتاحة: https://hec.hal.science/hal-00485718
https://doi.org/10.1287/moor.28.1.154.14259

المؤلفون: Ali Lazrak, Marie Claire Quenez

المساهمون: Sauder School of Business [British Columbia] (Sauder), University of British Columbia (UBC), Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA), Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS), Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Fédération de Recherche Bézout-Université Paris-Est Marne-la-Vallée (UPEM)

المصدر: Mathematics of Operations Research
Mathematics of Operations Research, INFORMS, 2003, Vol.28, n°1, pp.154-180. ⟨10.1287/moor.28.1.154.14259⟩

مصطلحات موضوعية: Mathematical optimization, Generalization, General Mathematics, Monotonic function, Management Science and Operations Research, 01 natural sciences, Quadratic variation, 010104 statistics & probability, Stochastic differential equation, 0502 economics and business, Isoelastic utility, 0101 mathematics, Differential (infinitesimal), Brownian motion, Mathematics, 050208 finance, Risk aversion, recursive utility, 05 social sciences, Brownian filtrations, risk aversion, [SHS.GESTION.FIN]Humanities and Social Sciences/Business administration/domain_shs.gestion.fin, uncertainty resolution, Computer Science Applications, backward stochastic differential equations, Mathematical economics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1190dd1fa0fe7215cfecb032f8a20bf3
https://hal-hec.archives-ouvertes.fr/hal-00485718