Pages that link to "Item:Q2654728"
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The following pages link to A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet (Q2654728):
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)
- Monotone convex order for the McKean-Vlasov processes (Q2169075) (← links)
- IDT processes and associated Lévy processes with explicit constructions (Q5410823) (← links)