2 papers
math.PR2026
Properties of a Special Type of Filtration and its Martingale Criteria
Assylliya K. Zhunussova
This article investigates the structural properties of stochastic processes relative to a generalized single jump filtration, extending the framework introduced by A.A. Gushchin (2…
math.PR2026
Explicit Predictable Compensators for Single Jump Processes with Initial Information
Assylliya K. Zhunussova
We study the predictable compensators of stochastic processes in a single jump filtration augmented with initial information represented by a sub--algebra . We con…