Pages that link to "Item:Q1151666"
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The following pages link to Stochastic integration and \(L^ p-\)theory of semimartingales (Q1151666):
Displayed 50 items.
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
- Random \(G\)-expectations (Q373831) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
- Maximal inequalities for martingales and their differential subordinates (Q457087) (← links)
- The descriptive complexity of stochastic integration (Q478999) (← links)
- Sharp maximal inequality for nonnegative martingales (Q645455) (← links)
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308) (← links)
- Sharp maximal inequalities for the moments of martingales and non-negative submartingales (Q654410) (← links)
- Pathwise stochastic integrals for model free finance (Q726748) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
- Lévy driven moving averages and semimartingales (Q841487) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- Logarithmic estimates for nonsymmetric martingale transforms (Q962027) (← links)
- Decomposability of cylindrical martingales and absolutely summing operators (Q1049999) (← links)
- Stochastic integration on partially ordered sets (Q1068449) (← links)
- On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571) (← links)
- On Volterra equations driven by semimartingales (Q1105918) (← links)
- Stochastic integration for set-indexed processes (Q1580503) (← links)
- Stochastic string models with continuous semimartingales (Q1618536) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- Pathwise stochastic calculus with local times (Q1635956) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Remarks on the stochastic integral (Q1745665) (← links)
- Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
- Applications of pathwise Burkholder-Davis-Gundy inequalities (Q1750083) (← links)
- Bimeasures and measures induced by planar stochastic integrators (Q1820497) (← links)
- On pathwise stochastic integration (Q1890711) (← links)
- Interpolation between continuous parameter martingale spaces: The real method (Q1897823) (← links)
- On \(L^ p\) stochastic representations (Q1903164) (← links)
- Martingale BMO spaces with continuous time (Q1919286) (← links)
- Sharp inequality for martingale maximal functions and stochastic integrals (Q1928872) (← links)
- Weak \(\Phi\)-inequalities for the Haar system and differentially subordinated martingales (Q1949176) (← links)
- Local times and Tanaka-Meyer formulae for càdlàg paths (Q2042797) (← links)
- Stochastic integrals and two filtrations (Q2091521) (← links)
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic (Q2133932) (← links)
- Governmental incentives for Green bonds investment (Q2155563) (← links)
- The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
- One modification of the martingale transform and its applications to paraproducts and stochastic integrals (Q2264012) (← links)
- Remarks on Föllmer's pathwise Itô calculus (Q2272807) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes (Q2295017) (← links)
- Pathwise Taylor expansions for random fields on multiple dimensional paths (Q2348304) (← links)
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
- Constructing sublinear expectations on path space (Q2447703) (← links)