Pages that link to "Item:Q2522475"
From MaRDI portal
The following pages link to Transformation of Markov processes by multiplicative functionals (Q2522475):
Displaying 33 items.
- Risk measures for processes and BSDEs (Q486926) (← links)
- Nonequilibrium Markov processes conditioned on large deviations (Q496165) (← links)
- Change of measure up to a random time: details (Q529431) (← links)
- Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale (Q548107) (← links)
- Test martingales, Bayes factors and \(p\)-values (Q635415) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Multiplicative decompositions and frequency of vanishing of nonnegative submartingales (Q867093) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- Transformations of diffusion and Schrödinger processes (Q1116549) (← links)
- Factorization of a multiplicative functional of nonlinear filtering theory (Q1158129) (← links)
- Construction of Markov processes and associated multiplicative functionals from given harmonic measures (Q1326278) (← links)
- Pricing growth-rate risk (Q1761429) (← links)
- Default times, no-arbitrage conditions and changes of probability measures (Q1761456) (← links)
- Change of drift in one-dimensional diffusions (Q2022766) (← links)
- Two theorems on Hunt's hypothesis (H) for Markov processes (Q2039094) (← links)
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)
- `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century (Q2101894) (← links)
- Rough path properties for local time of symmetric \(\alpha\) stable process (Q2408997) (← links)
- Exponential change of measure for general piecewise deterministic Markov processes (Q2423855) (← links)
- On the characterisation of honest times that avoid all stopping times (Q2434485) (← links)
- On the equivalence of \(q\)-martingales and locally \(L^ p\)-integrable martingales (Q2539154) (← links)
- Equivalent and absolutely continuous measure changes for jump-diffusion processes (Q2572390) (← links)
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales (Q4057370) (← links)
- The Backbone Decomposition for Spatially Dependent Supercritical Superprocesses (Q4568481) (← links)
- Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge (Q4992611) (← links)
- Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
- Transformation of branching Markov processes (Q5525712) (← links)
- Quelques applications de la formule de changement de variables pour les semimartingales (Q5590486) (← links)
- The exit measure of a supermartingale (Q5639084) (← links)
- Simplified calculus for semimartingales: multiplicative compensators and changes of measure (Q6157012) (← links)
- Minimal subharmonic functions and related integral representations (Q6186445) (← links)