Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the compensator of certain special processes with respect to a market
  filtration generated by a Brownian bridge information process   We consider an information-based model in which the flow of information about
an event of interest (bankruptcy, decision, ...) occurring at a future random
time $\tau$ is modelled with the completed filtration generated by a Brownian
bridge with random length $\tau$ and pinning point $Z$. Assuming that the
distribution of $\tau$ is absolutely continuous with respect to the Lebesgue
measure, following P.-A. Meyer approach, we provide the explicit computation of
the compensator of the indicator process $\mathbb{I}_{[\tau,\infty)}$.
Moreover, by exploiting special properties of the bridge process we also give
the explicit expression of the compensator of the process
$Z\,\mathbb{I}_{[\tau,\infty)}$.

31
The categories of this paper are: ao-sci
20
The categories of this paper are: acc-phys
7
The categories of this paper are: hep-th
9
The categories of this paper are: nlin
22
The categories of this paper are: chao-dyn
11
The categories of this paper are: hep-lat
4
The categories of this paper are: cond-mat
5
The categories of this paper are: gr-qc
24
The categories of this paper are: dg-ga
35
The categories of this paper are: mtrl-th
27
The categories of this paper are: comp-gas
30
The categories of this paper are: q-alg
0
The categories of this paper are: hep-ph
1
The categories of this paper are: cs
37
The categories of this paper are: supr-con
14
The categories of this paper are: math-ph