The following pages link to (Q3860572):
Displayed 10 items.
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Uniform integrability of continuous exponential martingales (Q1054366) (← links)
- Changes of law, martingales and the conditioned square function (Q1143711) (← links)
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)
- Transformation of H p -martingales by a change of law (Q4181732) (← links)
- An extension of the mixed Novikov–Kazamaki condition (Q4599627) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)