On Square Integrable Martingales

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On the works of kiyosi itô and stochastic analysis
Stochastic maximum principle for distributed parameter systems
Stochastic integral representation of bounded quantum martingales in Fock space
Stochastic differential equations of pure-jumps in relativistic quantum theory
The martingales of an independent increment process
Martingales and arbitrage in multiperiod securities markets
Optimal diffusion in a random environment
Deterministic laws of time inhomogeneous diffusion processes
A change of variables formula
On optimal control of the stochastic systems with delayed controls and delayed measurements
Suboptimal sequential estimation-detection scheme for Poisson driven linear systems
Integral of differential forms along the path of diffusion processes
Stopping times and an extension of stochastic integrals in the plane
Factorization of a multiplicative functional of nonlinear filtering theory
Locally most powerful sequential tests for stochastic processes
Martingales and stochastic integrals in the theory of continuous trading
Local time and Tanaka formulae for super Brownian and super stable processes
Recursive integral equations for the detection of counting processes
Stochastic differentials
Solution of stochastic differential equations by random time change
Stochastic integrals in the plane
Levy functionals and jump process martingales
Random point processes and martingales
On a general stochastic epidemic model
Right-continuous solutions of systems of stochastic integral equations
Statistical problems for stochastic processes with boundary conditions
Stochastic processes in a finite space interval
Martingale characterization of random processes with independent increments
Square integrable martingales orthogonal to every stochastic integral
Stochastic systems in Riemannian manifolds
An alternative approach to nonlinear filtering
Stochastic integral representation of some martingales
Stochastic control of system with unobserved jump parameter process
Conception d'algorithmes parallélisables et convergents de filtrage récursif non-linéaire
Un théorème de convergence de schemas numériques à structure parallèle en filtrage recursif non-linéaire
Non-anticipative representations of Banach space valued Gaussian processes with respect to Brownian motion
Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds
Domains of attraction for semi-martingales taking values in the tempered distributions space
Multimartingales, spectral measures and stochastic integration
Stochastic integral representation theorem for quantum semimartingales.
Existence and uniqueness of a martingale problem in $D({{\mathbb{R}{}}_ +},{\mathcal L}')$
Stochastic integration w.r.t. continuous local martingales
Existence results for optimal stochastic controls
Absolute continuity of symmetric Markov processes.
Functional Itō calculus and stochastic integral representation of martingales
Time reversal of Markov processes and relativistic quantum theory
Pure-jump semimartingales
Approximation of CVaR minimization for hedging under exponential-Lévy models
Two theorems on Hunt's hypothesis (H) for Markov processes
The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
`Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century
Malliavin calculus for subordinated Lévy process
On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization
A stock model with jumps for Itô-Liu financial markets
Girsanov's theorem in vector lattices
The space of outcomes of semi-static trading strategies need not be closed
Rough path properties for local time of symmetric $\alpha$ stable process
On Itô's formula for elliptic diffusion processes
Minimizing banking risk in a Lévy process setting
On the equivalence of $q$-martingales and locally $L^ p$-integrable martingales
Representation of functions of Markov processes as solutions of stochastic equations
Large-sample analysis for a stochastic epidemic model and its parameter estimators
The Clark-Ocone formula for vector valued Wiener functionals
Approximation theorems for stochastic economies with incomplete markets
Fair pricing and hedging under small perturbations of the numéraire on a finite probability space
On the optional and orthogonal decompositions of a class of semimartingales
The predictable representation property of compensated-covariation stable families of martingales
Statistical causality and stable subspaces of H^p
Measurable Riemannian structures associated with strong local Dirichlet forms
Stochastic differential equations and stochastic flows of diffeomorphisms
The generalized Itô-Venttsel' formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral
Local risk-minimization under Markov-modulated exponential Lévy model
A ``direct method to prove the generalized Itô-Venttsel' formula for a generalized stochastic differential equation
Changes of filtrations and of probability measures
ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
Stochastic integral representations, stochastic derivatives and minimal variance hedging
A sharp weak type $(p,p)$ inequality $(p>2)$ for martingale transforms and other subordinate martingales
Hedge portfolios and the black-scholes equations
RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS
Stochastic dynamic equations on time scales
Upper estimate of martingale dimension for self-similar fractals
A Stochastic Differential Equation for a Class of Feller's One-dimensional Diffusion
Stochastic integrals on general topological measurable spaces
A limit theorem for the martingale problem and continuous dependence of the solutions of stochastic differential equations
Central limit theorem for a system of Markovian particles with mean field interactions
A decomposition of additive functionals of finite energy
scientific article; zbMATH DE number 3662294 (Why is no real title available?)
On a multiplicative functional transformation arising in nonlinear filtering theory
Central limit theorems for local martingales
A formal approach to stochastic integration and differential equations
Modelling and estimation of traffic flow—a martingale approach
Integral representation with respect to stopped continuous local martingales
Semimartingales and Markov processes
On extremal solutions of martingale problems
Stochastic Integrals of Continuous Local Martingales, I
A generalized formula of Ito and some other properties of stochastic flows
Stochastic integrators with stationary independent increments
Martingales dépendant d'un paramètre: une formule d'Ito
Generalised arc length for brownian motion and L�vy processes
The Malliavin calculus and its application to second order parabolic differential equations: Part I

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