Pages that link to "Item:Q1883465"
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The following pages link to The Donsker delta function of a Lévy process with application to chaos expansion of local time (Q1883465):
Displaying 9 items.
- A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
- A financial market with singular drift and no arbitrage (Q2037760) (← links)
- Stochastic differential games with inside information (Q2828064) (← links)
- UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES (Q2996890) (← links)
- WHITE NOISE LÉVY–MEIXNER PROCESSES THROUGH A TRANSFER PRINCIPAL FROM ONE-MODE TO ONE-MODE TYPE INTERACTING FOCK SPACES (Q3058123) (← links)
- Optimal insider control of stochastic partial differential equations (Q4595008) (← links)
- Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion (Q5024373) (← links)
- Viable insider markets (Q5087037) (← links)
- White noise delta functions and infinite-dimensional Laplacians (Q5150269) (← links)
