Pages that link to "Item:Q1151666"
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The following pages link to Stochastic integration and \(L^ p-\)theory of semimartingales (Q1151666):
Displayed 39 items.
- A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
- Random \(G\)-expectations (Q373831) (← links)
- Sharp maximal inequality for nonnegative martingales (Q645455) (← links)
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308) (← links)
- Sharp maximal inequalities for the moments of martingales and non-negative submartingales (Q654410) (← links)
- Lévy driven moving averages and semimartingales (Q841487) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- Logarithmic estimates for nonsymmetric martingale transforms (Q962027) (← links)
- Decomposability of cylindrical martingales and absolutely summing operators (Q1049999) (← links)
- Stochastic integration on partially ordered sets (Q1068449) (← links)
- On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571) (← links)
- On Volterra equations driven by semimartingales (Q1105918) (← links)
- Stochastic integration for set-indexed processes (Q1580503) (← links)
- Bimeasures and measures induced by planar stochastic integrators (Q1820497) (← links)
- On pathwise stochastic integration (Q1890711) (← links)
- Interpolation between continuous parameter martingale spaces: The real method (Q1897823) (← links)
- On \(L^ p\) stochastic representations (Q1903164) (← links)
- Martingale BMO spaces with continuous time (Q1919286) (← links)
- Sharp inequality for martingale maximal functions and stochastic integrals (Q1928872) (← links)
- Weak \(\Phi\)-inequalities for the Haar system and differentially subordinated martingales (Q1949176) (← links)
- Constructing sublinear expectations on path space (Q2447703) (← links)
- Almost sure optimal hedging strategy (Q2511561) (← links)
- Riemann-integration and a new proof of the Bichteler-Dellacherie theorem (Q2637205) (← links)
- Stochastic integrators (Q3206069) (← links)
- Ito's formula for continuous (N,d)-processes (Q3221124) (← links)
- Semi-martingales index�es par une partie de ?d et formule de lto. Cas continu (Q3317833) (← links)
- Reflected brownian motion in a wedge: Semimartingale property (Q3319506) (← links)
- Local times for a class of multi-parameter processes (Q3324757) (← links)
- A note on stochastic integrators (Q3488959) (← links)
- A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
- Sharp maximal inequality for stochastic integrals (Q3518256) (← links)
- Resolution trajectorielle et analyse numerique des equations differentielles stochastiques (Q3657148) (← links)
- Stochastic integration without tears (Q3730732) (← links)
- Stochastic integrators with stationary independent increments (Q3908266) (← links)
- Martingale Transforms with Unbounded Multipliers (Q3987630) (← links)
- (Q4701020) (← links)
- Sharp maximal inequalities for stochastic integrals in which the integrator is a submartingale (Q4875542) (← links)
- Forward-convex convergence in probability of sequences of nonnegative random variables (Q4907123) (← links)
- On the convergence of quadratic variation for compound fractional Poisson processes (Q5327121) (← links)