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- Backward representation of Markov jump processes and related problems. I. Optimal linear estimation 2007-06-14 Paper Backward representation of Markov...10 bytes (18 words) - 01:03, 11 December 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
- 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
- Publication Date of Publication Type A semi-martingale representation for a semi-Markov chain with application to finance 2018-10-10 Paper...10 bytes (18 words) - 00:58, 28 December 2023
- Publication Date of Publication Type A new martingale representation theorem (discrete time) 2007-03-09 Paper...10 bytes (18 words) - 01:00, 25 September 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) - 04:52, 9 December 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
- Publication Date of Publication Type Martingale representation theorems for initially enlarged filtrations. 2004-09-07 Paper A monetary value for initial...10 bytes (16 words) - 09:10, 24 September 2023
- de/entity/Q5131663 2020-11-09 Paper Set valued Aumann-Pettis integrable martingale representation theorem and convergence 2020-08-21 Paper...10 bytes (18 words) - 09:22, 25 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
- and option valuation in a Markov chain market 2011-12-18 Paper Martingale Representation and Admissible Portfolio Process with Regime Switching 2011-03-08...10 bytes (18 words) - 11:13, 7 October 2023
- Publication Date of Publication Type A martingale representation theorem and valuation of defaultable securities 2021-03-23 Paper Representations for conditional...10 bytes (16 words) - 03:10, 7 October 2023
- Utility Maximization Under Partial Observations1 1997-08-31 Paper A martingale representation theorem for two independent semimartingales 1995-04-19 Paper https://portal...10 bytes (16 words) - 12:21, 14 March 2024
- 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
- requirements 2019-12-27 Paper Constructive martingale representation in functional Itô calculus: a local martingale extension 2019-10-17 Paper The end of the...10 bytes (16 words) - 08:21, 7 October 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
- Detection of disorder before an observable event 2007-03-30 Paper Martingale Representation of Functionals of Lévy Processes 2004-11-11 Paper Anticipative...10 bytes (16 words) - 08:38, 7 October 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
- 2010-02-02 Paper Measure free martingales and martingale measures 2010-01-25 Paper A new approach to the martingale representation theorem 2009-11-23 Paper...10 bytes (16 words) - 04:14, 25 September 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
