The following pages link to (Q4197141):
Displaying 28 items.
- Uncertainty and inside information (Q261231) (← links)
- Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
- Integration on loop groups. I: Quasi invariant measures (Q752206) (← links)
- A variational principle for the Navier-Stokes equation (Q789613) (← links)
- Reverse time diffusions (Q1065459) (← links)
- A two-sided stochastic integral and its calculus (Q1085890) (← links)
- A generalization of Itô's lemma (Q1097580) (← links)
- White noise approach to stochastic integration (Q1098168) (← links)
- On an extension of the stochastic integral (Q1180172) (← links)
- The value of foresight (Q1679467) (← links)
- Insider information and its relation with the arbitrage condition and the utility maximization problem (Q2045757) (← links)
- Stochastic integrals and two filtrations (Q2091521) (← links)
- `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century (Q2101894) (← links)
- The Burgers equations and the Born rule (Q2131625) (← links)
- Harnesses, Lévy bridges and Monsieur Jourdain (Q2485829) (← links)
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
- The Value of Insight (Q3387920) (← links)
- Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson (Q3876775) (← links)
- A generalized formula of Ito and some other properties of stochastic flows (Q3906215) (← links)
- Équations du filtrage non linéaire de la prédiction et du lissage (Q3953671) (← links)
- Stochastic integration via white noise analysis (Q4378463) (← links)
- Grossissements de filtrations : grossissements initiaux et progressifs (Q4606389) (← links)
- Time-symmetric optimal stochastic control problems in space-time domains (Q5044099) (← links)
- Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$ (Q5164680) (← links)
- Stochastic deformation of integrable dynamical systems and random time symmetry (Q5253682) (← links)
- Optimal Smooth Portfolio Selection for an Insider (Q5440646) (← links)
- Derivative of certain stochastic integrals with anticipating integrands (Q6125360) (← links)
- Expansion of a filtration with a stochastic process: the information drift (Q6164100) (← links)
