13 citations · 45 across the 19 of their papers we have counts for
Showing 2024 · math.PRShow all
2 papers · 2 filters
math.PR2024
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
T. Choulli, S. Alsheyab
This paper considers the setting governed by , where is the "public" flow of information, and is a random time which might not be -obse…
math.PR2024
New Stochastic Fubini Theorems
Tahir Choulli, Martin Schweizer
The classic stochastic Fubini theorem says that if one stochastically integrates with respect to a semimartingale an -mixture of -parametrized integrands , the r…