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- Publication Type An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time 2022-09-30 Paper MARTINGALE REPRESENTATIONS IN PROGRESSIVE...10 bytes (16 words) - 04:52, 9 December 2023
- Publication Type An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time 2022-09-30 Paper MARTINGALE REPRESENTATIONS IN PROGRESSIVE...10 bytes (16 words) - 17:16, 6 October 2023
- and stopping times 2016-09-30 Paper STATISTICAL CAUSALITY AND MARTINGALE REPRESENTATION PROPERTY WITH APPLICATION TO STOCHASTIC DIFFERENTIAL EQUATIONS...10 bytes (16 words) - 01:58, 11 December 2023
- propagation of the weak representation property in independently enlarged filtrations: the general case 2022-11-21 Paper Martingale representation in progressively...10 bytes (18 words) - 07:53, 7 October 2023
- Aumann-Pettis integrable martingale representation theorem and convergence 2020-08-21 Paper Representation theorem of set valued regular martingale: application to...10 bytes (16 words) - 09:22, 25 September 2023
- Dawson-Watanabe superprocesses 2022-01-17 Paper On the Martingale Representation with Respect to the super-Brownian Filtration 2021-04-28 Paper...10 bytes (16 words) - 23:41, 24 September 2023
- multifunctions 2019-11-19 Paper Representation theorem of set valued regular martingale: application to the convergence of set valued martingale 2019-09-25 Paper https://portal...10 bytes (16 words) - 15:18, 13 December 2023
- minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure 2009-05-06 Paper Minimal Hellinger martingale measures of order...10 bytes (16 words) - 03:29, 13 December 2023
- Paper On limit theorems for fields of martingale differences 2019-03-06 Paper Martingale-coboundary representation for stationary random fields 2017-12-21...10 bytes (16 words) - 22:27, 9 December 2023
- minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure 2009-05-06 Paper Minimal Hellinger martingale measures of order...10 bytes (16 words) - 14:48, 7 December 2023
- 2005-03-21 Paper On the Existence of Minimax Martingale Measures 2002-09-19 Paper The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete...10 bytes (16 words) - 15:12, 7 December 2023
- price for exponential semi-martingale models and HARA utilities 2015-08-20 Paper f-Divergence Minimal Equivalent Martingale Measures and Optimal Portfolios...10 bytes (16 words) - 03:37, 12 December 2023
- for decomposition of multidimensional martingale transport plans 2019-06-18 Paper Branching diffusion representation of semilinear PDEs and Monte Carlo approximation...10 bytes (17 words) - 00:53, 10 December 2023
- Properties in the Dynamic Gaussian Copula Model 2018-03-07 Paper Martingale representation processes and applications in the market viability under information...10 bytes (16 words) - 22:34, 10 December 2023
- the set of probability measures with the martingale representation property 2019-10-08 Paper Existence and uniqueness of Arrow--Debreu equilibria with consumptions...10 bytes (18 words) - 22:30, 10 December 2023
- stochastic dynamic systems 2015-06-26 Paper STATISTICAL CAUSALITY AND MARTINGALE REPRESENTATION PROPERTY WITH APPLICATION TO STOCHASTIC DIFFERENTIAL EQUATIONS...10 bytes (17 words) - 01:57, 11 December 2023
- control of diffusions with partial information 1989-01-01 Paper Martingale representation and the Malliavin calculus 1989-01-01 Paper https://portal.mardi4nfdi...10 bytes (17 words) - 09:51, 12 December 2023
- irregular statistical models and a new representation of fractional Brownian motion 2018-06-20 Paper On a representation of fractional Brownian motion and the...10 bytes (18 words) - 03:37, 12 December 2023
- 2011-07-01 Paper Properties of hitting times for $G$-martingale 2010-01-27 Paper An overview of representation theorems for static risk measures 2009-12-07 Paper...10 bytes (16 words) - 21:31, 11 December 2023
- COMMODITY AND ENERGY MARKETS 2005-10-19 Paper A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets 2005-08-25...10 bytes (19 words) - 10:32, 9 December 2023
