Pages that link to "Item:Q5646185"
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The following pages link to Th�orie des processus stochastiques g�n�raux applications aux surmartingales (Q5646185):
Displaying 50 items.
- Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- Hyperamarts: Conditions for regularity of continuous parameter processes (Q788392) (← links)
- Supermartingale decomposition with a general index set (Q981011) (← links)
- Decomposition of supermartingales indexed by a linearly ordered set (Q997250) (← links)
- Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions (Q1138296) (← links)
- Convex inequalities in stochastic control (Q1159648) (← links)
- Amarts: A class of asymptotic martingales. A: Discrete parameter (Q1230307) (← links)
- Amarts: A class of asymptotic martingales. II: Continuous parameter (Q1234532) (← links)
- Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
- A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
- Stochastic process measurability conditions (Q1846302) (← links)
- Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space (Q2042776) (← links)
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) (Q2111246) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- A note on optional Snell envelopes and reflected backward SDEs (Q2197605) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- Quasi-martingales with a linearly ordered index set (Q2267623) (← links)
- Optimal stopping problems with restricted stopping times (Q2358495) (← links)
- On linear stochastic equations of optional semimartingales and their applications (Q2407789) (← links)
- Stochastic target games with controlled loss (Q2454400) (← links)
- Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
- Monotone stopping rules forstochastic processes in a semimartingale representation with applications (Q3033064) (← links)
- Left continuous moderate Markov processes (Q3048016) (← links)
- Monotone stopping problems and continuous time processes (Q3049600) (← links)
- Temps d'arrêt optimal des processus non bornes (Q3316310) (← links)
- Two parameter optimal stopping and bi-Markov processes (Q3344917) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- Strong envelopes of stochastic processes and a penalty method<sup>†</sup> (Q3920377) (← links)
- Repr�sentation des fonctionnelles surm�dianes (Q3930414) (← links)
- (Q3940571) (← links)
- Local optimality conditions for optimal stopping (Q3942137) (← links)
- Arr�t Optimal sur le Plan (Q3949750) (← links)
- A contribution to the theory of asymptotic martingales (Q3951332) (← links)
- Strongly supermedian functions and optimal stopping (Q4051366) (← links)
- Dualit� convexe, temps d'arr�t optimal et contr�le stochastique (Q4104688) (← links)
- Temps d'arrÊt optimal, théorie générale des processus et processus de Markov (Q4110407) (← links)
- Contr�le de processus alternants et applications (Q4162232) (← links)
- Sur un th�or�me de J.M. Bismut (Q4165998) (← links)
- Optional supermartingales and the andersen-jessen theorem (Q4176220) (← links)
- Several stability properties of the class of asymptotic martingales (Q4189908) (← links)
- Pointwise convergence in terms of expectations (Q4403074) (← links)
- (Q4403107) (← links)
- (Q4403108) (← links)
- Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
- An axiomatic approach to the valuation of cash flows (Q4576835) (← links)
- Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition (Q5086474) (← links)
- Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (Q5086484) (← links)
- Characteristics and Constructions of Default Times (Q5123452) (← links)
