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Results 1 - 10
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117
Intensity process and compensator: A new filtration expansion approach and the Jeulin–Yor theorem. The Annals of Applied Probability
, 2007
"... Let (Xt)t≥0 be a continuous-time, time-homogeneous strong Markov process with possible jumps and let τ be its first hitting time of a Borel subset of the state space. Suppose X is sampled at random times and suppose also that X has not hit the Borel set by time t. What is the intensity process of τ ..."
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Cited by 16 (2 self)
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based on this information? This question from credit risk encompasses basic mathematical problems concerning the existence of an intensity process and filtration expansions, as well as some conceptual issues for credit risk. By revisiting and extending the famous Jeulin–Yor [Lecture Notes in Math. 649
Linking progressive and initial filtration expansions, preprint available at arXiv:1104.4139v1
, 2011
"... In this paper we study progressive filtration expansions with random times. We show how semimartingale decompositions in the expanded filtration can be obtained using a natural link between progressive and initial expansions. The link is, on an intuitive level, that the two coincide after the random ..."
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Cited by 6 (1 self)
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In this paper we study progressive filtration expansions with random times. We show how semimartingale decompositions in the expanded filtration can be obtained using a natural link between progressive and initial expansions. The link is, on an intuitive level, that the two coincide after
Cohomological aspects of Magnus expansions
, 2006
"... We generalize the notion of a Magnus expansion of a free group in order to extend each of the Johnson homomorphisms defined on a decreasing filtration of the Torelli group for a surface with one boundary component to the whole of the automorphism group of a free group Aut(Fn). The extended ones ar ..."
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Cited by 48 (7 self)
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We generalize the notion of a Magnus expansion of a free group in order to extend each of the Johnson homomorphisms defined on a decreasing filtration of the Torelli group for a surface with one boundary component to the whole of the automorphism group of a free group Aut(Fn). The extended ones
Influence of expansion of extracellular volume on tubular reabsorption of sodium independent of changes in glomerular filtration rate and aldosterone
, 1964
"... The excretion of sodium by the kidney is in-fluenced by changes in glomerular filtration rate (GFR), serum sodium concentration, adrenocor-tical activity, the quantity of nonreabsorbable solutes in the glomerular filtrate, and the vol-ume of extracellular fluid (ECF) (1-4). Some of these factors alt ..."
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Cited by 10 (0 self)
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The excretion of sodium by the kidney is in-fluenced by changes in glomerular filtration rate (GFR), serum sodium concentration, adrenocor-tical activity, the quantity of nonreabsorbable solutes in the glomerular filtrate, and the vol-ume of extracellular fluid (ECF) (1-4). Some of these factors
Homogenization Theory And Applications To Filtration Through Porous Media
, 1999
"... Introduction Homogenization applied to porous media is a mathematical method that allows to " upscale " the equations of fluid mechanics, being valid at the pore level. This way we are not obliged to solve nonlinear PDEs of the fluid mechanics in the complicated geometry of a porous mediu ..."
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Cited by 15 (6 self)
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PDE with two natural length scales : a macroscopic scale (the scale of the reservoir) of order 1 and a microscopic scale (the pore scale) of order ", the later measuring the scale of oscillations. This disparity in length scales is what provides us with our expansion parameter ". For fixed
A Note on Lando’s Formula and Conditional Independence
, 2007
"... We extend Lando’s formula for pricing credit risky derivatives to models where a firm’s characteristics and its default point process need not be conditionally independent. This result is presented under a simple filtration expansion framework with basic probability techniques. ..."
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Cited by 1 (0 self)
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We extend Lando’s formula for pricing credit risky derivatives to models where a firm’s characteristics and its default point process need not be conditionally independent. This result is presented under a simple filtration expansion framework with basic probability techniques.
A filtration of (q,t)-Catalan numbers
, 2008
"... Using the operator ∇ of F. Bergeron, Garsia, Haiman and Tesler [2] acting on the k-Schur functions [14, 15, 16] indexed by a single column has a coefficient in the expansion which is an analogue of the (q, t)-Catalan number with a level k. When k divides n and the parameters q and t are set to 1, th ..."
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Using the operator ∇ of F. Bergeron, Garsia, Haiman and Tesler [2] acting on the k-Schur functions [14, 15, 16] indexed by a single column has a coefficient in the expansion which is an analogue of the (q, t)-Catalan number with a level k. When k divides n and the parameters q and t are set to 1
HOMOLOGY CYLINDERS: AN EXPANSION OF THE MAPPING CLASS GROUP
, 2000
"... We consider a homological expansion of the mapping class group, defined by homology cylinders over a closed oriented surface (up to homology cobordism). These are important model objects in the recent Goussarov-Habiro theory of finite-type invariants of 3-manifolds. We study the structure of this ..."
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Cited by 3 (0 self)
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We consider a homological expansion of the mapping class group, defined by homology cylinders over a closed oriented surface (up to homology cobordism). These are important model objects in the recent Goussarov-Habiro theory of finite-type invariants of 3-manifolds. We study the structure
Increased Collagen IV Excretion in Diabetes A marker of compromised filtration function
"... OBJECTIVE — Increased albumin excretion in diabetes is believed to be derived from he-modynamic and/or permeability abnormalities, whereas mesangial matrix expansion gives rise to the reduction in glomerular filtration surface and decline in renal function in diabetic nephrop-athy. We postulated tha ..."
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OBJECTIVE — Increased albumin excretion in diabetes is believed to be derived from he-modynamic and/or permeability abnormalities, whereas mesangial matrix expansion gives rise to the reduction in glomerular filtration surface and decline in renal function in diabetic nephrop-athy. We postulated
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