Pages that link to "Item:Q550168"

The following pages link to Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168):

Displaying 7 items.

• \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284) (← links)
• Poisson process Fock space representation, chaos expansion and covariance inequalities (Q718899) (← links)
• Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
• The random connection model and functions of edge-marked Poisson processes: second order properties and normal approximation (Q2240811) (← links)
• Functional inequalities for marked point processes (Q2279309) (← links)
• Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling (Q2291964) (← links)
• Malliavin calculus for marked binomial processes and applications (Q2679546) (← links)