The following pages link to Stochastic integrators (Q3206069):
Displaying 7 items.
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308) (← links)
- Properly discounted asset prices are semimartingales (Q2024115) (← links)
- One modification of the martingale transform and its applications to paraproducts and stochastic integrals (Q2264012) (← links)
- Riemann-integration and a new proof of the Bichteler-Dellacherie theorem (Q2637205) (← links)
- Modeling and approximation of stochastic differential equations driven by semimartingales<sup>†</sup> (Q3906216) (← links)
- Stochastic integrators with stationary independent increments (Q3908266) (← links)
- Forward-convex convergence in probability of sequences of nonnegative random variables (Q4907123) (← links)