Pages that link to "Item:Q4504920"
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The following pages link to Stochastic calculus with respect to continuous finite quadratic variation processes (Q4504920):
Displayed 50 items.
- Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- Fractional stochastic differential equations with applications to finance (Q713467) (← links)
- A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
- Fractional term structure models: No-arbitrage and consistency (Q835070) (← links)
- On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model (Q838327) (← links)
- Weak Dirichlet processes with a stochastic control perspective (Q855923) (← links)
- Nonsemimartingales: stochastic differential equations and weak Dirichlet processes (Q879256) (← links)
- Approximation via regularization of the local time of semimartingales and Brownian motion (Q952741) (← links)
- An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach (Q952826) (← links)
- A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering (Q983171) (← links)
- Some Brownian local time approximations. (Q997987) (← links)
- Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension (Q1019090) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- Generalized integration and stochastic ODEs (Q1872259) (← links)
- Insider trading equilibrium in a market with memory (Q1938986) (← links)
- Strategic insider trading equilibrium: a filter theory approach (Q1945309) (← links)
- Bilinear equations in Hilbert space driven by paths of low regularity (Q2026600) (← links)
- Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion (Q2048181) (← links)
- Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (Q2078450) (← links)
- Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions (Q2101091) (← links)
- Stochastic differential games in insider markets via Malliavin calculus (Q2250075) (← links)
- Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited (Q2295037) (← links)
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
- Stochastic integration with respect to additive functionals of zero quadratic variation (Q2435248) (← links)
- The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
- The covariation for Banach space valued processes and applications (Q2441314) (← links)
- Ergodic theory for SDEs with extrinsic memory (Q2456034) (← links)
- Some parabolic PDEs whose drift is an irregular random noise in space (Q2460325) (← links)
- On bifractional Brownian motion (Q2495385) (← links)
- \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. (Q2574559) (← links)
- Wiener integrals, Malliavin calculus and covariance measure structure (Q2642075) (← links)
- Gaussian and non-Gaussian processes of zero power variation (Q2786487) (← links)
- Some path properties of weighted-fractional Brownian motion (Q2811103) (← links)
- STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION (Q2857632) (← links)
- Mixed fractional stochastic differential equations with jumps (Q2875263) (← links)
- GENERALIZED COVARIATION AND EXTENDED FUKUSHIMA DECOMPOSITION FOR BANACH SPACE-VALUED PROCESSES: APPLICATIONS TO WINDOWS OF DIRICHLET PROCESSES (Q2909256) (← links)
- The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)
- INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS (Q2939921) (← links)
- Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula (Q2953710) (← links)
- Information: price and impact on general welfare and optimal investment. an anticipative stochastic differential game model (Q2996571) (← links)
- Convergence at First and Second Order of Some Approximations of Stochastic Integrals (Q3086802) (← links)
- FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION (Q3519916) (← links)
- Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141) (← links)
- Short Communication: Chances for the Honest in Honest versus Insider Trading (Q5080125) (← links)
- Averaging principle for equation driven by a stochastic measure (Q5087032) (← links)
- Viable insider markets (Q5087037) (← links)
- Analysis of the Rosenblatt process (Q5190284) (← links)
- Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations (Q5225281) (← links)
- Forward integrals and SDE with fractal noise (Q5239186) (← links)