The following pages link to Class 𝐷 supermartingales (Q5343850):
Displayed 11 items.
- Hyperamarts: Conditions for regularity of continuous parameter processes (Q788392) (← links)
- Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Decomposition of supermartingales indexed by a linearly ordered set (Q997250) (← links)
- Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (Q1012213) (← links)
- Measure-valued random processes (Q3217373) (← links)
- On the martingale property of stochastic exponentials (Q4667990) (← links)
- Local times and supermartingales (Q5182923) (← links)
- Quasi-Martingales (Q5343849) (← links)
- Sample quadratic variation of sample continuous, second order martingales (Q5586829) (← links)
- Th�orie des processus stochastiques g�n�raux applications aux surmartingales (Q5646185) (← links)