The following pages link to (Q4747344):
Displayed 11 items.
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Some inequalities with local times in zero of a Brownian motion (Q1198557) (← links)
- On independent times and positions for Brownian motions. (Q1394485) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations (Q2224954) (← links)
- The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← links)
- On Skorokhod embeddings and Poisson equations (Q2330463) (← links)
- Finite, integrable and bounded time embeddings for diffusions (Q2348736) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat (Q3977227) (← links)
- Some perpetual integral functionals of the three-dimensional Bessel process (Q6038465) (← links)