The following pages link to (Q4778955):
Displaying 50 items.
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
- Genealogy of flows of continuous-state branching processes via flows of partitions and the Eve property (Q405488) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- Large systems of diffusions interacting through their ranks (Q424497) (← links)
- Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps (Q424503) (← links)
- Heavy traffic approximation for the stationary distribution of stochastic fluid networks (Q430001) (← links)
- The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model (Q431920) (← links)
- Sampling per mode for rare event simulation in switching diffusions (Q432507) (← links)
- Invariance principles for Galton-Watson trees conditioned on the number of leaves (Q444351) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- A branching particle approximation to a filtering micromovement model of asset price (Q453787) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- Confidence sets in nonparametric calibration of exponential Lévy models (Q457186) (← links)
- Kantorovich distance in the martingale CLT and quantitative homogenization of parabolic equations with random coefficients (Q466900) (← links)
- A fluctuation limit theorem for a critical branching process with dependent immigration (Q466990) (← links)
- A simple model for market booms and crashes (Q468121) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- On the form of the large deviation rate function for the empirical measures of weakly interacting systems (Q470049) (← links)
- Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration (Q470074) (← links)
- Testing the local volatility assumption: a statistical approach (Q470421) (← links)
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- A Gaussian calculus for inference from high frequency data (Q470517) (← links)
- Abstract, classic, and explicit turnpikes (Q471171) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
- Recurrence and transience criteria for two cases of stable-like Markov chains (Q471514) (← links)
- Convergences and projection Markov property of Markov processes on ultrametric spaces (Q473130) (← links)
- Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
- The component sizes of a critical random graph with given degree sequence (Q473171) (← links)
- Time-varying jump tails (Q473227) (← links)
- Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic (Q475127) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- Convex ordering criteria for Lévy processes (Q477990) (← links)
- A stochastic Burgers equation from a class of microscopic interactions (Q482840) (← links)
- Synchronization and random long time dynamics for mean-field plane rotators (Q483311) (← links)
- Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← links)
- Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization (Q483931) (← links)
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- Convergence of switching diffusions (Q491929) (← links)
- Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168) (← links)
- Convergence of probability measures and Markov decision models with incomplete information (Q492169) (← links)
- On the law of large numbers for martingales (Q492191) (← links)
- On exponential functionals of Lévy processes (Q495707) (← links)
