Pages that link to "Item:Q730785"
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The following pages link to Stochastic analysis in discrete and continuous settings. With normal martingales. (Q730785):
Displaying 15 items.
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Enlargement of filtration on Poisson space: a Malliavin calculus approach (Q5086442) (← links)
- The It{\^o}-Tanaka Trick: a non-semimartingale approach (Q5093996) (← links)
- On Martingale Chaoses (Q5126599) (← links)
- Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales (Q5270101) (← links)
- Permutation invariant functionals of Lévy processes (Q5367094) (← links)
- A Fractional Donsker Theorem (Q5413864) (← links)
- The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
- Moment formulae for general point processes (Q5919158) (← links)
- Moment formulae for general point processes (Q5920330) (← links)
- Gaussian-type density bounds for solutions to multidimensional backward SDEs and application to gene expression (Q6072429) (← links)
- A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications (Q6157632) (← links)
- Normal approximation of compound Hawkes functionals (Q6204793) (← links)
- On the chaotic expansion for counting processes (Q6620099) (← links)
