SMS scnews item created by Anna Aksamit at Tue 14 Mar 2023 0950
Type: Seminar
Distribution: World
Expiry: 4 Apr 2023
Calendar1: 21 Mar 2023 1400-1500
CalLoc1: Carslaw 535 (and zoom)
CalTitle1: Stochastics and Finance seminar: Jeanblanc -- Shrinkage of semimartingales
Auth: (aaks9559) in SMS-SAML

Stochastics & Finance seminar: Jeanblanc -- Shrinkage of semimartingales

Dear All, 

You are kindly invited to attend the next Stochastics and Finance seminar.  On Tuesday
March 21, Monique Jeanblanc will give a talk in Carslaw 535 (and on zoom).  

Zoom link: 

Speaker: Monique Jeanblanc (University of Evry-Val d’Essonne) 

Title: Shrinkage of semimartingales 

Abstract: In this talk we will study projections of semimartingales on various
filtrations.  The goal is to obtain the characteristics of the projection in terms of
the original form and to give explicitly, under adequate hypotheses, the various
predictable representation theorems. 

Please feel free to forward this message to anyone who might be interested in this

Best wishes, 


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