Cover Image

Thin-thick approach to martingale representations on progressively enlarged filtrations

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Calzolari, Antonella, Torti, Barbara
Format:	Preprint
Published:	2024
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Martingale representation on enlarged filtrations: the role of the accessible jump times
by: Calzolari, Antonella, et al.
Published: (2017)

Lecture notes on martingale inequalities
by: Zorin-Kranich, Pavel
Published: (2024)

A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens-Pitman model
by: Bercu, Bernard, et al.
Published: (2024)

Additive martingales of the branching Brownian motion
by: Chataignier, Louis
Published: (2024)

CLT for martingales-III: discontinuous compensators
by: Rémillard, Bruno, et al.
Published: (2025)

Specific Wasserstein divergence between continuous martingales
by: Backhoff-Veraguas, Julio, et al.
Published: (2024)

The fundamental martingale with applications to Markov Random Fields
by: Hu, Kevin, et al.
Published: (2024)

Backward martingale transport maps and equilibrium with insider
by: Kramkov, Dmitry, et al.
Published: (2023)

The football model, stochastic ordering and martingale transport
by: Guo, Gaoyue, et al.
Published: (2025)

An injective martingale coupling
by: Hobson, David, et al.
Published: (2023)

Branching random walk conditioned on large martingale limit
by: Chen, Xinxin, et al.
Published: (2024)

Empirical martingale projections via the adapted Wasserstein distance
by: Blanchet, Jose, et al.
Published: (2024)

Fluctuations of the additive martingales related to super-Brownian motion
by: Yang, Ting
Published: (2024)

Moments of additive martingales of branching Lévy processes and applications
by: Ren, Yan-Xia, et al.
Published: (2025)

Some remarks on Gordin-Lifšic's condition for martingale approximations
by: Dedecker, Jèrôme, et al.
Published: (2025)

A Central Limit Theorem for the Ewens-Pitman random partition in the large-$θ$ regime via a martingale approach
by: Bercu, Bernard, et al.
Published: (2026)

Merryfield's inequality for multiparameter martingales
by: Rey, Guillermo
Published: (2025)

Change of numeraire for weak martingale transport
by: Beiglböck, Mathias, et al.
Published: (2024)

Fefferman multiplier theorem for Hardy martingales
by: Rzeszut, Maciej
Published: (2025)

Moment and exponential estimation for the distribution of the norms for random matrices martingales
by: Formica, Maria Rosaria, et al.
Published: (2024)

Lévy's martingale characterization and reflection principle of $G$-Brownian motion
by: Hu, Mingshang, et al.
Published: (2018)

Irregular SLE(4) martingales and isomonodromic deformations
by: Desiraju, Harini, et al.
Published: (2026)

Remarks on multi-period martingale optimal transport
by: Pass, Brendan, et al.
Published: (2025)

Alberti's type rank one theorem for martingales
by: Ayoush, Rami, et al.
Published: (2023)

SDEs with singular coefficients: The martingale problem view and the stochastic dynamics view
by: Issoglio, Elena, et al.
Published: (2022)

Matrix liberation process III: Unitary Brownian motion and martingale analysis
by: Ueda, Yoshimichi
Published: (2026)

High Rank Path Development: an approach of learning the filtration of stochastic processes
by: Tao, Jiajie, et al.
Published: (2024)

Non-local operators with low singularity kernels: regularity estimates and martingale problem
by: Hu, Eryan, et al.
Published: (2023)

Multidimensional specific relative entropy between continuous martingales
by: Backhoff, Julio, et al.
Published: (2024)

A martingale approach to time-dependent and time-periodic linear response in Markov jump processes
by: Faggionato, Alessandra, et al.
Published: (2022)

Some remarks on Davis inequality for biparameter filtrations
by: Rzeszut, Maciej
Published: (2025)

On $g$-expectations and filtration-consistent nonlinear expectations
by: Zheng, Shiqiu
Published: (2023)

Spinal decomposition, martingale convergence and the Seneta-Heyde scaling for matrix branching random walks
by: Grama, Ion, et al.
Published: (2025)

A martingale approach to noncommutative stochastic calculus
by: Jekel, David A., et al.
Published: (2023)

What can be the limit in the CLT for a field of martingale differences?
by: Giraudo, Davide, et al.
Published: (2024)

Bernstein-type dimension-free concentration for self-normalised martingales
by: Akhavan, Arya, et al.
Published: (2025)

Existence of martingale solutions to a stochastic kinetic model of chemotaxis
by: Gess, Benjamin, et al.
Published: (2025)

Introduction to weak Pinsker filtrations
by: Benzoni, Séverin
Published: (2025)

One-sided Davis inequality for (F4) filtrations
by: Rzeszut, Maciej
Published: (2025)

Frictional martingale optimal transport and robust hedging
by: Rai, Pratik
Published: (2025)