Derives explicit predictable compensators for cadlag finite-variation processes in single-jump filtrations with initial information via sigma-martingales when integrability fails.
In: Séminaire de Probabilités, IX
2 Pith papers cite this work. Polarity classification is still indexing.
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math.PR 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
Extends Gushchin's single-jump filtration framework to non-trivial initial sigma-algebra H and derives measurability, stopping-time, and martingale criteria via optional projections.
citing papers explorer
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Explicit Predictable Compensators for Single Jump Processes with Initial Information
Derives explicit predictable compensators for cadlag finite-variation processes in single-jump filtrations with initial information via sigma-martingales when integrability fails.
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Properties of a Special Type of Filtration and its Martingale Criteria
Extends Gushchin's single-jump filtration framework to non-trivial initial sigma-algebra H and derives measurability, stopping-time, and martingale criteria via optional projections.