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- minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure 2009-05-06 Paper Minimal Hellinger martingale measures of order \(q\)...10 bytes (16 words) - 03:29, 13 December 2023
- THE HAUSDORFF MEASURE FOR A TRAJECTORY OF A BROWNIAN MOT10N IN l2 2005-12-12 Paper LIMIT OF SOLUTIONS OF A SPDE DRIVEN BY MARTINGALE MEASURE WITH REFLECTION...10 bytes (16 words) - 19:03, 24 September 2023
- 2005-05-20 Paper Minimal martingale measures for jump diffusion processes 2004-09-24 Paper The relations between minimal martingale measure and minimal entropy...10 bytes (16 words) - 23:42, 24 September 2023
- Entropy Martingale Measure 2005-05-23 Paper A semimartingale BSDE related to the minimal entropy martingale measure 2005-05-20 Paper https://portal.mardi4nfdi...10 bytes (16 words) - 11:52, 7 October 2023
- >-martingale spaces by fractional Car-leson measures 2021-12-17 Paper Weighted estimates for the bilinear maximal operator on filtered measure spaces...10 bytes (17 words) - 16:42, 11 December 2023
- 2008-12-01 Paper A Bayesian-martingale approach to the general disorder problem 2007-07-27 Paper An exponential martingale equation 2006-11-03 Paper https://portal...10 bytes (16 words) - 15:34, 12 December 2023
- uniqueness of the martingale problem 2014-06-27 Paper On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem 2014-03-06...10 bytes (17 words) - 20:33, 8 December 2023
- de/entity/Q3016967 2011-07-19 Paper A note on the mean correcting martingale measure for geometric Lévy processes 2011-03-10 Paper https://portal.mardi4nfdi...10 bytes (17 words) - 01:31, 11 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 \(q\)...10 bytes (16 words) - 14:48, 7 December 2023
- Approximation pricing and the variance-optimal martingale measure 1997-01-05 Paper On the minimal martingale measure and the möllmer-schweizer decomposition 1996-05-20...10 bytes (17 words) - 14:48, 7 December 2023
- estimates for paraproducts on general measure spaces 2022-01-31 Paper Weighted maximal inequalities for martingale transforms 2021-11-29 Paper Sharp Lorentz-norm...10 bytes (17 words) - 21:29, 9 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
- Complete duality for martingale optimal transport on the line 2017-11-24 Paper Pathwise superreplication via Vovk's outer measure 2017-10-23 Paper Monotone...10 bytes (17 words) - 13:31, 28 January 2024
- 2020-02-26 Paper On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions 2020-01-31 Paper Martingale decompositions and weak...10 bytes (17 words) - 01:14, 11 December 2023
- Persistence of critical multitype particle and measure branching processes 1993-03-22 Paper Discontinuous Measure‐Valued Branching Processes and Generalized...10 bytes (16 words) - 23:04, 9 December 2023
- canonical Gauss measure on Hilbert space and absolute continuity 1995-01-03 Paper Weak convergence to a Markov process: The martingale approach 1994-08-15...10 bytes (19 words) - 11:57, 9 December 2023
- 2006-10-23 Paper A semimartingale BSDE related to the minimal entropy martingale measure 2005-05-20 Paper https://portal.mardi4nfdi.de/entity/Q4654401 2005-03-04...10 bytes (16 words) - 12:59, 11 December 2023
- packing measure of the support of super-Brownian motion 1996-10-21 Paper https://portal.mardi4nfdi.de/entity/Q4866051 1996-08-14 Paper On the martingale problem...10 bytes (19 words) - 01:14, 11 December 2023
- problem: an optimal stopping and time-reversal approach 2019-02-28 Paper Martingale Optimal Transport with Stopping 2018-02-22 Paper Model-Independent Bounds...10 bytes (20 words) - 00:59, 11 December 2023
- lengths of rule 2007-08-23 Paper Differentiation of sets in measure 2007-07-19 Paper Martingale transforms goodness-of-fit tests in regression models. 2004-09-15...10 bytes (19 words) - 14:17, 28 January 2024