Pages that link to "Item:Q965085"
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The following pages link to A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet (Q965085):
Displaying 6 items.
- Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets (Q607068) (← links)
- From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order (Q719087) (← links)
- Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
- Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order (Q1945283) (← links)
- IDT processes and associated Lévy processes with explicit constructions (Q5410823) (← links)
- MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS (Q5414168) (← links)
