The following pages link to (Q5658888):
Displaying 50 items.
- Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
- On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process (Q385081) (← links)
- Existence of financial equilibria in continuous time with potentially complete markets (Q392665) (← links)
- \(G_{\delta }\) ideals of compact sets (Q550555) (← links)
- Term structure of interest rates: The martingale approach (Q583070) (← links)
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
- Absolute continuity and singularity of two probability measures on a filtered space (Q639341) (← links)
- A remark on the weak convergence of processes in the Skorohod topology (Q685730) (← links)
- Limit non-stationary behavior of large closed queueing networks with bottlenecks (Q688645) (← links)
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864) (← links)
- A limit theorem for a class of stochastic integral equations (Q758001) (← links)
- Quelques applications de la théorie générale des processus. I (Q758803) (← links)
- On the variation distance for probability measures defined on a filtered space (Q760083) (← links)
- Hyperamarts: Conditions for regularity of continuous parameter processes (Q788392) (← links)
- Nonhomogeneous Markov processes (Q792012) (← links)
- Complements of sets in abstract Borelian hierarchies (Q803128) (← links)
- Estimating the parameters of distributed productive just-in-time systems (Q827930) (← links)
- Reflected BSDE driven by a Lévy process (Q842401) (← links)
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
- Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
- On the problem of optimal instant observations of the linear birth and death process (Q893907) (← links)
- Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
- Propagation of singularities in the semi-fractional Brownian sheet (Q939399) (← links)
- Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952) (← links)
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931) (← links)
- Additive functionals and entrance laws (Q1063332) (← links)
- Structure of strictly Markov marked random closed sets (Q1064605) (← links)
- Systems weakened by failures (Q1066562) (← links)
- Stationary strategies in topological games (Q1068739) (← links)
- Construction of right processes from excursions (Q1072247) (← links)
- Filtrations for the two parameter jump process (Q1105915) (← links)
- Comparison between solutions of SDEs and ODEs (Q1113197) (← links)
- Systèmes de sortie \(({\mathcal F}_{D_ t})\) prévisibles. (\(({\mathcal F}_{D_ t})\)-predictable exit systems) (Q1113210) (← links)
- Stopping for two-dimensional stochastic processes (Q1137312) (← links)
- Théorie du potentiel associée à certains systèmes différentiels (Q1142902) (← links)
- Ensembles singuliers associés aux espaces de Banach réticulés (Q1143617) (← links)
- Explicit formula of optimal replacement under additive shock processes (Q1145414) (← links)
- Optimality criteria for controlled discontinuous processes (Q1147988) (← links)
- The asymptotic behaviour of maximum likelihood estimators for stationary point processes (Q1148093) (← links)
- Riemann-Stieltjes quasi-martingale integration (Q1148613) (← links)
- Some inverse problems involving conditional expectations (Q1149158) (← links)
- Stochastic control by measure transformation: A general existence result (Q1149937) (← links)
- Semi-polar sets and quasi-balayage (Q1151488) (← links)
- Additive functionals of several time-reversible Markov processes (Q1155926) (← links)
- A partially observed Poisson process (Q1162759) (← links)
- Green's and Dirichlet spaces associated with fine Markov processes (Q1166199) (← links)
- Processus de Ray et théorie du balayage (Q1215226) (← links)
- On a stochastic integral equation with respect to a weak martingale (Q1215981) (← links)
