Pages that link to "Item:Q607068"
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The following pages link to Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets (Q607068):
Displaying 4 items.
- From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order (Q719087) (← links)
- Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks (Q2908748) (← links)
- IDT processes and associated Lévy processes with explicit constructions (Q5410823) (← links)
- MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS (Q5414168) (← links)
