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Grossissement d’une filtration et semi-martingales : Formules explicites

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2002Un Cours sur les Intégrales Stochastiques421 cited

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2008Intensity process and compensator: A new filtration expansion approach and the Jeulin–Yor theorem

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2011Random times with given survival probability and their F -martingale decomposition formula31 cited

2006Background Filtrations and Canonical Loss Processes for Top-Down Models of Portfolio Credit Risk31 cited