Pages that link to "Item:Q1141972"

The following pages link to On the transformation of some classes of martingales by a change of law (Q1141972):

Displaying 13 items.

• Beneš condition for a discontinuous exponential martingale (Q357242) (← links)
• The Malliavin calculus (Q802208) (← links)
• On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
• On the reverse Hölder inequalities for certain exponential processes (Q1051982) (← links)
• Uniform integrability of continuous exponential martingales (Q1054366) (← links)
• A new aspect of \(L_{\infty}\) in the space of BMO-martingales (Q1092515) (← links)
• Existence of optimal martingales (Q1140358) (← links)
• Remarks on a characterisation of BMO-martingales (Q1144840) (← links)
• The Novikov and entropy conditions of multidimensional diffusion processes with singular drift (Q1326262) (← links)
• On bounded entropy of solutions of multi-dimensional stochastic differential equations (Q1382205) (← links)
• On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
• Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson (Q3876775) (← links)
• Transformation of H p -martingales by a change of law (Q4181732) (← links)