The following pages link to (Q3896310):
Displaying 9 items.
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- On Krylov's estimates for optional semimartingales (Q2239786) (← links)
- On linear stochastic equations of optional semimartingales and their applications (Q2407789) (← links)
- Financial Markets in the Context of the General Theory of Optional Processes (Q2958812) (← links)
- Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
- A comparison theorem for stochastic equations of optional semimartingales (Q4584280) (← links)
- On comparison theorem for optional SDEs via local times and applications (Q5086909) (← links)
- Characteristics and Constructions of Default Times (Q5123452) (← links)
