The following pages link to Ching-Tang Wu (Q699480):
Displaying 12 items.
- Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations (Q699481) (← links)
- Further results on some singular linear stochastic differential equations (Q1016620) (← links)
- Computations of moments for discounted Brownian additive functionals (Q1293332) (← links)
- Optimal portfolios for exponential Lévy processes. (Q1403170) (← links)
- On weak Brownian motions of arbitrary order (Q1584871) (← links)
- Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions. (Q1596544) (← links)
- Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658) (← links)
- Measuring the ``non-stopping timeness'' of ends of previsible sets (Q1758296) (← links)
- Diffusion equations and geometric inequalities (Q1973265) (← links)
- On moments of Brownian functionals and their interpretation in terms of random walks (Q2307405) (← links)
- Müntz linear transforms of Brownian motion (Q2448525) (← links)
- Duality theory for optimal investments under model uncertainty (Q5476135) (← links)
