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Carthaginian enlargement of filtrations

Giorgia Callegaro, Monique Jeanblanc, Behnaz Zargari (2013)

ESAIM: Probability and Statistics

This work is concerned with the theory of initial and progressive enlargements of a reference filtration 𝔽 F with a random timeτ. We provide, under an equivalence assumption, slightly stronger than the absolute continuity assumption of Jacod, alternative proofs to results concerning canonical decomposition of an 𝔽 F -martingale in the enlarged filtrations. Also, we address martingales’ characterization in the enlarged filtrations in terms of martingales in the reference filtration, as well as predictable...

Convergence analysis for asymmetric Deffuant-Weisbuch model

Jiangbo Zhang (2014)

Kybernetika

In this paper, we investigate the convergence behavior of the asymmetric Deffuant-Weisbuch (DW) models during the opinion evolution. Based on the convergence of the asymmetric DW model that generalizes the conventional DW model, we first propose a new concept, the separation time, to study the transient behavior during the DW model's opinion evolution. Then we provide an upper bound of the expected separation time with the help of stochastic analysis. Finally, we show relations of the separation...

Correlated equilibria in competitive staff selection problem

David M. Ramsey, Krzysztof Szajowski (2006)

Banach Center Publications

This paper deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give multiple solutions. An arbitrator can suggest to each player the decision to be applied at each stage based on a joint distribution over the players' decisions. This is a form of equilibrium selection. Examples of correlated equilibria in nonzero-sum games related to the staff selection competition in the case of two departments...

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