Stochastic integration and L^ p-theory of semimartingales
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Stochastic integration and \(L^ p-\)theory of semimartingales
Stochastic integration and \(L^ p-\)theory of semimartingales
Cited in
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- On the use of semimartingales and stochastic integrals to model continuous trading
- On Volterra equations driven by semimartingales
- Stochastic integration for set-indexed processes
- Stochastic string models with continuous semimartingales
- A superhedging approach to stochastic integration
- Pathwise stochastic calculus with local times
- Robust pricing-hedging dualities in continuous time
- Functional Itô calculus, path-dependence and the computation of Greeks
- Dynamic programming approach to principal-agent problems
- Remarks on the stochastic integral
- Itô's calculus under sublinear expectations via regularity of PDEs and rough paths
- Applications of pathwise Burkholder-Davis-Gundy inequalities
- Bimeasures and measures induced by planar stochastic integrators
- On pathwise stochastic integration
- Interpolation between continuous parameter martingale spaces: The real method
- On \(L^ p\) stochastic representations
- Martingale BMO spaces with continuous time
- Sharp inequality for martingale maximal functions and stochastic integrals
- Weak \(\Phi\)-inequalities for the Haar system and differentially subordinated martingales
- Local times and Tanaka-Meyer formulae for càdlàg paths
- Stochastic integrals and two filtrations
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic
- Governmental incentives for Green bonds investment
- The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales
- One modification of the martingale transform and its applications to paraproducts and stochastic integrals
- Remarks on Föllmer's pathwise Itô calculus
- Stochastic integration and differential equations for typical paths
- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes
- Pathwise Taylor expansions for random fields on multiple dimensional paths
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes
- Constructing sublinear expectations on path space
- Almost sure optimal hedging strategy
- On infinitely divisible semimartingales
- Riemann-integration and a new proof of the Bichteler-Dellacherie theorem
- Zero-sum path-dependent stochastic differential games in weak formulation
- Martingale optimal transport duality
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
- Stochastic integrators
- Ito's formula for continuous (N,d)-processes
- Semi-martingales index�es par une partie de ?d et formule de lto. Cas continu
- Reflected brownian motion in a wedge: Semimartingale property
- Local times for a class of multi-parameter processes
- A note on stochastic integrators
- A Variable Step Size Riemannian Sum for an Itô Integral
- Sharp maximal inequality for stochastic integrals
- A trajectorial interpretation of Doob's martingale inequalities
- Resolution trajectorielle et analyse numerique des equations differentielles stochastiques
- Stochastic integration without tears
- Random \(G\)-expectations
- Stochastic integrators with stationary independent increments
- Martingale Transforms with Unbounded Multipliers
- Second-order BSDEs with general reflection and game options under uncertainty
- Measurability of semimartingale characteristics with respect to the probability law
- Maximal inequalities for martingales and their differential subordinates
- scientific article; zbMATH DE number 1359475 (Why is no real title available?)
- The descriptive complexity of stochastic integration
- Sharp maximal inequalities for stochastic integrals in which the integrator is a submartingale
- Forward-convex convergence in probability of sequences of nonnegative random variables
- Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations
- On the convergence of quadratic variation for compound fractional Poisson processes
- Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients
- Mean–field moral hazard for optimal energy demand response management
- Stochastic Processes in the Decades after 1950
- Rough semimartingales and p-variation estimates for martingale transforms
- Itô-Föllmer calculus in Banach spaces. I: The Itô formula
- Continuous-time incentives in hierarchies
- From Markov processes to semimartingales
- A càdlàg rough path foundation for robust finance
- Sharp maximal inequality for nonnegative martingales
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage
- Sharp maximal inequalities for the moments of martingales and non-negative submartingales
- An abstract decomposition of measures and its many applications
- Dynamic incentive contracts with controllable risk
- Pathwise convergence of the Euler scheme for rough and stochastic differential equations
- Pathwise stochastic integrals for model free finance
- A new approach to principal-agent problems with volatility control
- Weak approximation of second-order BSDEs
- Second-order BSDEs with jumps: formulation and uniqueness
- Lévy driven moving averages and semimartingales
- Pathwise stochastic integration and applications to the theory of continuous trading
- Logarithmic estimates for nonsymmetric martingale transforms
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