Pages that link to "Item:Q1119268"
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The following pages link to Integration by parts, homogeneous chaos expansions and smooth densities (Q1119268):
Displayed 17 items.
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows (Q681793) (← links)
- Quantum stochastic integral representations on interacting Fock space (Q895910) (← links)
- Martingale representation and hedging policies (Q1177217) (← links)
- Chaos expansion for the solutions of stochastic differential equations (Q1285774) (← links)
- Differentiable measures and the Malliavin calculus (Q1288049) (← links)
- Integration by parts for heat kernel measures revisited (Q1385316) (← links)
- The existence of smooth densities for the prediction filtering and smoothing problems (Q1823912) (← links)
- Martingale representation and the Malliavin calculus (Q1826205) (← links)
- Diffusions, their derivatives and expansions in Wiener chaos (Q2503512) (← links)
- The optimal control of diffusions (Q2639325) (← links)
- Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779) (← links)
- Stochastic Flows and Jump-Diffusions (Q5139203) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- Martingale representation theorem for G-Brownian motion (Q5742382) (← links)