MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS (Q5414168): Difference between revisions

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+A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion
+Normal rank
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+A remark on the attainable distributions of controlled diffusions
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+Mimicking finite dimensional marginals of a controlled diffusion by simpler controls
+Normal rank
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+RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES
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+Mimicking the one-dimensional marginal distributions of processes having an Ito differential
+Normal rank
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+Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets
+Normal rank
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+A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet
+Normal rank
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+Looking for martingales associated to a self-decomposable law
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+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
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+Existence of Markov Controls and Characterization of Optimal Markov Controls
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