Pages that link to "Item:Q1103266"
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The following pages link to A short proof of a martingale representation result (Q1103266):
Displayed 11 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows (Q681793) (← links)
- On some applications of Sobolev flows of SDEs with unbounded drift coefficients (Q722671) (← links)
- Direct solutions of Kolmogorov's equations by stochastic flows (Q1124208) (← links)
- Martingale representation and hedging policies (Q1177217) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- The optimal control of diffusions (Q2639325) (← links)
- Arbitrage Values Generally Depend On A Parametric Rate of Return (Q4345915) (← links)
- Martingale representation theorem for G-Brownian motion (Q5742382) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)