Mathematical Finance, Stochastic Analysis, and Machine Learning Seminar by Monique Jeanblanc: Projections of Semimartingales and Applications to BSDE
Speaker: Monique Jeanblanc, professor emerita of mathematics, University of Évry Val d'Essonne Title: Projections of Semimartingales and Applications to BSDE Abstract: Given two nested filtrations F...