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: https://uni-sydney.zoom.us/j/84240252220 

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.  

https://www.maths.usyd.edu.au/u/SemConf/Stochastics_Finance/seminar.html 

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

Best wishes, 

Anna