The following pages link to On Square Integrable Martingales (Q5554743):
Displayed 50 items.
- Stochastic dynamic equations on time scales (Q361254) (← links)
- Upper estimate of martingale dimension for self-similar fractals (Q365708) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
- Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions (Q482805) (← links)
- Uncertain calculus with finite variation processes (Q521722) (← links)
- Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
- Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric (Q609347) (← links)
- Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion (Q628946) (← links)
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308) (← links)
- A family of \(L ^{2}\)-spaces associated to the jumps of a Markov process (Q657305) (← links)
- Errata: Stochastic calculus over symmetric Markov processes without time reversal (Q693722) (← links)
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- On a class of Bayesian nonparametric estimates. II: Hazard rate estimates (Q753340) (← links)
- The multiplicity of helices for a regularly increasing sequence of \(\sigma\)-fields (Q801175) (← links)
- Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry (Q860797) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- Discretisation of FBSDEs driven by càdlàg martingales (Q892339) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- Representation of martingale additive functionals on Banach spaces (Q918568) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- Itô's stochastic calculus and Heisenberg commutation relations (Q972812) (← links)
- On the works of kiyosi itô and stochastic analysis (Q1000327) (← links)
- Stochastic maximum principle for distributed parameter systems (Q1055382) (← links)
- Stochastic integral representation of bounded quantum martingales in Fock space (Q1077084) (← links)
- Stochastic differential equations of pure-jumps in relativistic quantum theory (Q1125146) (← links)
- The martingales of an independent increment process (Q1137315) (← links)
- Martingales and arbitrage in multiperiod securities markets (Q1138469) (← links)
- Optimal diffusion in a random environment (Q1139526) (← links)
- Deterministic laws of time inhomogeneous diffusion processes (Q1139887) (← links)
- A change of variables formula (Q1141416) (← links)
- On optimal control of the stochastic systems with delayed controls and delayed measurements (Q1143987) (← links)
- Suboptimal sequential estimation-detection scheme for Poisson driven linear systems (Q1144533) (← links)
- Integral of differential forms along the path of diffusion processes (Q1152906) (← links)
- Stopping times and an extension of stochastic integrals in the plane (Q1157840) (← links)
- Factorization of a multiplicative functional of nonlinear filtering theory (Q1158129) (← links)
- Locally most powerful sequential tests for stochastic processes (Q1161022) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Local time and Tanaka formulae for super Brownian and super stable processes (Q1198553) (← links)
- Recursive integral equations for the detection of counting processes (Q1224825) (← links)
- Stochastic differentials (Q1225395) (← links)
- Solution of stochastic differential equations by random time change (Q1225874) (← links)
- Stochastic integrals in the plane (Q1229042) (← links)
- Levy functionals and jump process martingales (Q1234965) (← links)
- Random point processes and martingales (Q1236376) (← links)
- On a general stochastic epidemic model (Q1240170) (← links)
- Right-continuous solutions of systems of stochastic integral equations (Q1240470) (← links)
- Statistical problems for stochastic processes with boundary conditions (Q1240965) (← links)