Pages that link to "Item:Q1385008"
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The following pages link to Anticipating integrals for a class of martingales (Q1385008):
Displayed 8 items.
- The calculus of variations for processes with independent increments (Q1011026) (← links)
- Product of two multiple stochastic integrals with respect to a normal martingale (Q1965901) (← links)
- Stochastic control problems for systems driven by normal martingales (Q2426608) (← links)
- BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951) (← links)
- Martingale Representation of Functionals of Lévy Processes (Q4826122) (← links)
- Anticipating integrals and martingales on the Poisson space (Q5324846) (← links)
- An anticipating calculus for square integrable pure jump Levy processes (Q5430542) (← links)
- On logarithmic Sobolev inequalities for normal martingales (Q5952892) (← links)