The following pages link to (Q3957683):
Displayed 50 items.
- On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
- From Tanaka's formula to Itô's formula: The fundamental theorem of stochastic calculus (Q1386780) (← links)
- Lundberg inequalities in a diffusion environment (Q1413361) (← links)
- Indifference pricing of insurance contracts in a product space model: Applications (Q1413398) (← links)
- Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. (Q1413970) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- Subgame-perfect equilibrium outcomes in continuous games of almost perfect information (Q1576475) (← links)
- Eliminating nuisance parameters: Two characterizations (Q1580815) (← links)
- Martingale problems for large deviations of Markov processes (Q1593632) (← links)
- On exponentials of additive functionals of Markov processes (Q1613580) (← links)
- \(L^p\)-estimates on diffusion processes (Q1770982) (← links)
- Weighted BMO and discrete time hedging within the Black-Scholes model (Q1775518) (← links)
- Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
- Dynamic programming for multidimensional stochastic control problems (Q1819110) (← links)
- Level sets of additive Lévy processes (Q1872252) (← links)
- Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
- Immigration structures associated with Dawson-Watanabe superprocesses (Q1915846) (← links)
- Stability of backward stochastic differential equations (Q1915848) (← links)
- Poisson approximations for Markov-driven point processes (Q1915853) (← links)
- Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (Q1922096) (← links)
- Maximum variation of total risk (Q1922253) (← links)
- Robust covariance control for perturbed stochastic multivariable system via variable structure control (Q1960637) (← links)
- Variable structure-based covariance assignment for stochastic multivariable model reference systems (Q1961206) (← links)
- On some maximal inequalities for fractional Brownian motions (Q1962161) (← links)
- Discrimination with respect to a Gaussian process (Q2266522) (← links)
- Iterated integrals with respect to Bessel processes (Q2387335) (← links)
- Convex pricing by a generalized entropy penalty (Q2426607) (← links)
- Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem (Q2476401) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- Rational expectations models: An approach using forward-backward stochastic differential equations (Q2482634) (← links)
- Coherent and convex monetary risk measures for bounded càdlàg processes (Q2485764) (← links)
- Skew convolution semigroups and affine Markov processes (Q2497172) (← links)
- Some properties of the variance-optimal martingale measure for discontinuous semimartingales (Q2566718) (← links)
- Regularity of digits and significant digits of random variables (Q2568303) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. (Q2574611) (← links)
- The best constant in the Davis inequality for the expectation of the martingale square function (Q2750945) (← links)
- Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779) (← links)
- A sharp weak type $(p,p)$ inequality $(p>2)$ for martingale transforms and other subordinate martingales (Q3155969) (← links)
- Measure-valued random processes (Q3217373) (← links)
- Mean stochastic comparison of diffusions (Q3322949) (← links)
- Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345) (← links)
- Stochastic integration without tears (Q3730732) (← links)
- The shadow price of information in continuous time decision problems (Q3765689) (← links)
- On stochastic programming ii: dynamic problems under risk<sup>∗</sup> (Q3799818) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup> (Q4345920) (← links)
- On representation and regularity of continuous parameter multivalued martingales (Q4387051) (← links)
- Optimal Financing of a Corporation Subject To Random Returns (Q4551811) (← links)
- On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)