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- calculus for semimartingales: multiplicative compensators and changes of measure 2023-06-19 Paper Simplified stochastic calculus via semimartingale representations...10 bytes (16 words) - 11:16, 7 October 2023
- expansion of the fractional Brownian sheet 2005-08-01 Paper Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion 2005-05-03...10 bytes (17 words) - 09:47, 9 December 2023
- Families of Stochastic Processes: A Unifying Semimartingale Approach 1989-01-01 Paper The semimartingale decomposition of one-dimensional quasidiffusions...10 bytes (17 words) - 22:32, 8 December 2023
- singularly controlled diffusions 2008-03-20 Paper An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries...10 bytes (19 words) - 17:47, 11 December 2023
- de/entity/Q3400669 2010-02-05 Paper On the path structure of a semimartingale arising from monotone probability theory 2009-10-08 Paper https://portal.mardi4nfdi.de/entity/Q5439567...10 bytes (20 words) - 15:27, 9 December 2023
- estimation for some semimartingale stochastic differential equations 1990-01-01 Paper Optimal nonparametric estimation for some semimartingale stochastic differential...10 bytes (19 words) - 19:59, 12 December 2023
- Liquidity risk and arbitrage pricing theory 2005-05-20 Paper A partial introduction to financial asset pricing theory. 2004-09-22 Paper Modeling credit risk...10 bytes (18 words) - 06:48, 9 December 2023
- typical paths 2019-09-19 Paper Compactness criterion for semimartingale laws and semimartingale optimal transport 2019-07-03 Paper BUY-AND-HOLD PROPERTY...10 bytes (17 words) - 10:10, 6 October 2023
- and \(V\)-statistics for discontinuous Itô semimartingales 2017-09-15 Paper On critical cases in limit theory for stationary increments Lévy driven moving...10 bytes (17 words) - 22:11, 10 December 2023
- Paper Convergence in the Semimartingale Topology and Constrained Portfolios 2011-03-30 Paper Closedness in the Semimartingale Topology for Spaces of Stochastic...10 bytes (16 words) - 13:31, 28 January 2024
- continuous semimartingale 2015-03-27 Paper The Itô-Henstock stochastic differential equations 2013-08-01 Paper The Kurzweil-Henstock theory of stochastic...10 bytes (18 words) - 06:11, 12 December 2023
- Exponential Utilities Close to Pareto Optimality 2022-11-15 Paper Portfolio Theory and Arbitrage 2022-05-03 Paper Ergodic robust maximization of asymptotic...10 bytes (16 words) - 10:40, 6 October 2023
- https://portal.mardi4nfdi.de/entity/Q4386547 1998-04-29 Paper Probability Theory III 1997-12-18 Paper Fixed lag smoothing of scalar diffusions. Part I. The...10 bytes (19 words) - 20:56, 8 December 2023
- de/entity/Q4743522 1982-01-01 Paper ON THE THEORY OF STOCHASTIC EQUATIONS IN COMPONENTS OF SEMIMARTINGALES 1981-01-01 Paper https://portal.mardi4nfdi.de/entity/Q3949754...10 bytes (19 words) - 03:16, 10 December 2023
- inference for the distribution of the small-time movements of an Itô semimartingale 2018-05-31 Paper Mixed-scale jump regressions with bootstrap inference...10 bytes (17 words) - 14:47, 10 December 2023
- Optimal investment with random endowments and transaction costs: duality theory and shadow prices 2019-06-18 Paper On the market viability under proportional...10 bytes (16 words) - 23:57, 24 September 2023
- Lévy-Driven Stochastic Differential Equations 2018-10-25 Paper On \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable...10 bytes (17 words) - 20:33, 8 December 2023
- fractional Brownian motion 1999-07-20 Paper Fractional Brownian motion: theory and applications 1999-01-27 Paper https://portal.mardi4nfdi.de/entity/Q4379370...10 bytes (18 words) - 01:32, 12 December 2023
- Paper Kernels for sequentially ordered data 2019-05-02 Paper Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited...10 bytes (17 words) - 15:48, 11 December 2023
- determination in an ambit process setting 2011-10-25 Paper Path and semimartingale properties of chaos processes 2010-04-08 Paper On the Problem of Stochastic...10 bytes (18 words) - 05:23, 13 December 2023
