Pages that link to "Item:Q5590486"

The following pages link to Quelques applications de la formule de changement de variables pour les semimartingales (Q5590486):

Displaying 50 items.

• A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
• Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
• Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
• First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
• Quantum stochastic calculus (Q808522) (← links)
• General matrix-valued inhomogeneous linear stochastic differential equations and applications (Q951179) (← links)
• Optimality criteria for controlled discontinuous processes (Q1147988) (← links)
• On Bayesian nonparametric estimation for stochastic processes (Q1200652) (← links)
• Levy systems and absolutely continuous changes of measure for a jump process (Q1243517) (← links)
• An alternative approach to nonlinear filtering (Q1246939) (← links)
• A note on exponential martingales (Q1251424) (← links)
• Stochastic integrals: A combinatorial approach (Q1370219) (← links)
• Analytic characterization of conditional gaugeability for non-local Feynman-Kac transforms (Q1403846) (← links)
• A note on the inhomogeneous linear stochastic differential equation. (Q1413415) (← links)
• Valuation and martingale properties of shadow prices: an exposition (Q1583150) (← links)
• On exponentials of additive functionals of Markov processes (Q1613580) (← links)
• Stability of backward stochastic differential equations (Q1915848) (← links)
• Trait-dependent branching particle systems with competition and multiple offspring (Q2076625) (← links)
• Simplified stochastic calculus via semimartingale representations (Q2076652) (← links)
• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)
• `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century (Q2101894) (← links)
• Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
• Asymptotic properties of local densities of measures generated by semimartingales (Q2639413) (← links)
• A PDE approach to jump-diffusions (Q2994851) (← links)
• Changes of filtrations and of probability measures (Q3051166) (← links)
• Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
• Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes (Q3121190) (← links)
• Gaugeability and conditional gaugeability (Q3151249) (← links)
• Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)
• Stochastic product integral w.r.t. infinite dimensional semimartingale:ii–uniform operator topology case (Q3492529) (← links)
• Martingales, potentials and exponentials associated with a two-parameter jump process (Q3664177) (← links)
• A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations (Q3790513) (← links)
• On stochastic equations with respect to semimartingales I.^† (Q3881665) (← links)
• Representation of gaussian processes equivalent to a gaussian martingalet (Q3883229) (← links)
• On the uniqueness of a local martingale with a given absolute value (Q3886585) (← links)
• A representation for a process governed by a system of stochastic equations of filtration type (Q3899269) (← links)
• Calcul des variations stochastique et processus de sauts (Q3957749) (← links)
• Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales (Q4076585) (← links)
• �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales (Q4115871) (← links)
• (Q4122568) (← links)
• (Q4128659) (← links)
• Sur l'int�grabilit� uniforme des martingales exponentielles (Q4155579) (← links)
• Control of jump processes and applications (Q4173271) (← links)
• Un probl�me de contr�le stochastique avec observation partielle (Q4176251) (← links)
• Transformation of H p -martingales by a change of law (Q4181732) (← links)
• Examples of Nonlinear Continuous Tensor Products of Measure Spaces and Non-Fock Factorizations (Q4213201) (← links)
• Optimal Sure Portfolio Plans (Q4345909) (← links)
• On VIX futures in the rough Bergomi model (Q4554409) (← links)
• UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
• AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS (Q4798860) (← links)