15 citations · 18 across the 8 of their papers we have counts for
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math.PR2023
Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation
Delia Coculescu, Médéric Motte, Huyên Pham
We study binary opinion formation in a large population where individuals are influenced by the opinions of other individuals. The population is characterised by the existence of (…
math.PR2008★ 15 cited
Default times, non arbitrage conditions and change of probability measures
Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali
In this paper we give a financial justification, based on non arbitrage conditions, of the hypothesis in default time modelling. We also show how the hypothesis is affe…
math.PR2007
Filtrations
Delia Coculescu, Ashkan Nikeghbali
In this article, we define the notion of a filtration and then give the basic theorems on initial and progressive enlargements of filtrations.