2 problems

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The conjecture that default times with prescribed predictable compensators can take various forms
Let $(\Omega,\mathcal G,P)$ be a probability space, and suppose there exists a random time $\tau$ whose dual predictable projection has the form … where $\Lambda$ is a nonnegative,…
Conjectureopencredit-risk martingale-representation random-timesarXiv posted 2 days ago
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Continuity conjecture for natural filtrations of diffusion processes
A diffusion process is a continuous strong Markov process, and its natural filtration is the filtration generated by the process. A filtration is continuous when every martingale o…
Conjectureopendiffusion-processes martingale-representation stochastic-processesarXiv posted 2 days ago

The conjecture that default times with prescribed predictable compensators can take various forms