The following pages link to (Q3996259):
Displayed 50 items.
- \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
- Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions (Q1313129) (← links)
- Pricing options on securities with discontinuous returns (Q1313131) (← links)
- Rate conservation laws: A survey (Q1319158) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Efficient and equilibrium allocations with stochastic differential utility (Q1322710) (← links)
- Stochastic flows acting on Schwartz distributions (Q1322908) (← links)
- On approximation of stochastic differential equations with coefficients depending on the past (Q1324861) (← links)
- General change of variable formulas for semimartingales in one and finite dimensions (Q1326269) (← links)
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme (Q1326299) (← links)
- Stochastic integrators indexed by a multi-dimensional parameter (Q1326317) (← links)
- Stochastic calculus, statistical asymptotics, Taylor strings and phyla (Q1327537) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- Palm calculus for a process with a stationary random measure and its applications to fluid queues (Q1339066) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- Spectral characterization of the optimal quadratic variation process (Q1343601) (← links)
- Perfect cocycles through stochastic differential equations (Q1346965) (← links)
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- A martingale study of the Beurling-Ahlfors transform in \(\mathbb{R}^ n\) (Q1354625) (← links)
- Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833) (← links)
- The Euler scheme for Lévy driven stochastic differential equations (Q1356347) (← links)
- Semimartingale integral representation (Q1356375) (← links)
- On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables (Q1356608) (← links)
- On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
- On the possibility of hedging options in the presence of transaction costs (Q1364395) (← links)
- Discrete time semigroup transformations with random perturbations (Q1366879) (← links)
- Optimal harvesting from a population in a stochastic crowded environment (Q1366962) (← links)
- Stochastic integrals: A combinatorial approach (Q1370219) (← links)
- Integration by parts and quasi-invariance for heat kernel measures on loop groups (Q1370571) (← links)
- On complex hypercontractivity (Q1375933) (← links)
- On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
- From Tanaka's formula to Itô's formula: The fundamental theorem of stochastic calculus (Q1386780) (← links)
- On asymptotic errors in discretization of processes (Q1394519) (← links)
- Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
- Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (Q1404625) (← links)
- Singular stochastic control in the presence of a state-dependent yield structure (Q1411892) (← links)
- Risk management in credit risk portfolios with correlated assets. (Q1413309) (← links)
- Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
- Quadratic hedging for asset derivatives with discrete stochastic dividends. (Q1413392) (← links)
- A note on the inhomogeneous linear stochastic differential equation. (Q1413415) (← links)
- Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. (Q1413970) (← links)
- The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729) (← links)
- The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow. (Q1421847) (← links)
- The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem. (Q1423432) (← links)
- White noise analysis for Lévy processes. (Q1425153) (← links)
- Maximum likelihood estimation of hidden Markov processes (Q1429106) (← links)
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)