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