Matches in SemOpenAlex for { <https://semopenalex.org/work/W2769378345> ?p ?o ?g. }
Showing items 1 to 65 of
65
with 100 items per page.
- W2769378345 abstract "In this chapter, we derive a formula of the conditional expectation with respect to the enlarged filtration. This is a generalization of the Dellacherie formula. We shall use this key result to compute the expectations that we encounter in the conditional jump diffusion framework." @default.
- W2769378345 created "2017-12-04" @default.
- W2769378345 creator A5039795365 @default.
- W2769378345 date "2017-01-01" @default.
- W2769378345 modified "2023-09-23" @default.
- W2769378345 title "Expectations in the Enlarged Filtration" @default.
- W2769378345 cites W2496503406 @default.
- W2769378345 cites W26062362 @default.
- W2769378345 cites W598880424 @default.
- W2769378345 doi "https://doi.org/10.1007/978-3-319-60973-7_3" @default.
- W2769378345 hasPublicationYear "2017" @default.
- W2769378345 type Work @default.
- W2769378345 sameAs 2769378345 @default.
- W2769378345 citedByCount "0" @default.
- W2769378345 crossrefType "book-chapter" @default.
- W2769378345 hasAuthorship W2769378345A5039795365 @default.
- W2769378345 hasConcept C105795698 @default.
- W2769378345 hasConcept C128489963 @default.
- W2769378345 hasConcept C134306372 @default.
- W2769378345 hasConcept C144237770 @default.
- W2769378345 hasConcept C149782125 @default.
- W2769378345 hasConcept C177148314 @default.
- W2769378345 hasConcept C186215838 @default.
- W2769378345 hasConcept C199343813 @default.
- W2769378345 hasConcept C2777686260 @default.
- W2769378345 hasConcept C33923547 @default.
- W2769378345 hasConcept C71924100 @default.
- W2769378345 hasConceptScore W2769378345C105795698 @default.
- W2769378345 hasConceptScore W2769378345C128489963 @default.
- W2769378345 hasConceptScore W2769378345C134306372 @default.
- W2769378345 hasConceptScore W2769378345C144237770 @default.
- W2769378345 hasConceptScore W2769378345C149782125 @default.
- W2769378345 hasConceptScore W2769378345C177148314 @default.
- W2769378345 hasConceptScore W2769378345C186215838 @default.
- W2769378345 hasConceptScore W2769378345C199343813 @default.
- W2769378345 hasConceptScore W2769378345C2777686260 @default.
- W2769378345 hasConceptScore W2769378345C33923547 @default.
- W2769378345 hasConceptScore W2769378345C71924100 @default.
- W2769378345 hasLocation W27693783451 @default.
- W2769378345 hasOpenAccess W2769378345 @default.
- W2769378345 hasPrimaryLocation W27693783451 @default.
- W2769378345 hasRelatedWork W103626436 @default.
- W2769378345 hasRelatedWork W1550524532 @default.
- W2769378345 hasRelatedWork W173995107 @default.
- W2769378345 hasRelatedWork W1900523596 @default.
- W2769378345 hasRelatedWork W1998239311 @default.
- W2769378345 hasRelatedWork W2034511752 @default.
- W2769378345 hasRelatedWork W2080756994 @default.
- W2769378345 hasRelatedWork W2083773373 @default.
- W2769378345 hasRelatedWork W2090735589 @default.
- W2769378345 hasRelatedWork W2162202092 @default.
- W2769378345 hasRelatedWork W2353005650 @default.
- W2769378345 hasRelatedWork W2481201649 @default.
- W2769378345 hasRelatedWork W2808513639 @default.
- W2769378345 hasRelatedWork W2891732023 @default.
- W2769378345 hasRelatedWork W2914777697 @default.
- W2769378345 hasRelatedWork W2953266857 @default.
- W2769378345 hasRelatedWork W3022032321 @default.
- W2769378345 hasRelatedWork W3043154265 @default.
- W2769378345 hasRelatedWork W3158335310 @default.
- W2769378345 hasRelatedWork W35723337 @default.
- W2769378345 isParatext "false" @default.
- W2769378345 isRetracted "false" @default.
- W2769378345 magId "2769378345" @default.
- W2769378345 workType "book-chapter" @default.