English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We consider an information-based model in which the flow of information aboutan event of interest (bankruptcy, decision, ...) occurring at a future randomtime $\tau$ is modelled with the completed filtration generated by a Brownianbridge with random length $\tau$ and pinning point $Z$. Assuming that thedistribution of $\tau$ is absolutely continuous with respect to the Lebesguemeasure, following P.-A. Meyer approach, we provide the explicit computation ofthe compensator of the indicator process $\mathbb{I}_{[\tau,\infty)}$.Moreover, by exploiting special properties of the bridge process we also givethe explicit expression of the compensator of the process$Z\,\mathbb{I}_{[\tau,\infty)}$.

On the compensator of certain special processes with respect to a market filtration generated by a Brownian bridge information process