scientific article; zbMATH DE number 3842916
From MaRDI portal
Publication:3313058
Recommendations
Cited in
(34)- Ergodicity and inequalities in a class of point processes
- Stochastic comparisons of Itô processes
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance
- On functions transforming a Wiener process into a semimartingale
- Multifractality of jump diffusion processes
- Laplace symbols and invariant distributions
- Is the dying individual the oldest ?
- Inspection, maintenance and replacement models
- On the first passage times for Markov processes with monotone convex transition kernels
- Periodic homogenization of a Lévy-type process with small jumps
- Lévy processes on smooth manifolds with a connection
- Differentiability of quadratic BSDEs generated by continuous martingales
- Risk-neutral compatibility with option prices
- Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
- Time-changed CIR default intensities with two-sided mean-reverting jumps
- A criterion for invariant measures of Itô processes based on the symbol
- A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes
- Probabilistic representations of fragmentation equations
- Estimating jump-diffusions using closed-form likelihood expansions
- Semimartingales and Markov processes
- On the semimartingale nature of Feller processes with killing
- Pricing variance swaps on time-changed Markov processes
- Existence and estimates of moments for Lévy-type processes
- Operator-stable-like processes
- Four step scheme for general Markovian forward-backward SDEs
- On the rôle of singular functions in extending the probabilistic symbol to its most general class
- From Markov processes to semimartingales
- Semimartingale representation of a class of semi-Markov dynamics
- Nonlinear semimartingales and Markov processes with jumps
- A stochastic representation theorem for sublinear semigroups with non-local generators
- No arbitrage assumption implies the differentiability of the derivative pricing function
- Homogenization of periodic diffusion with small jumps
- Catalytic discrete state branching models and related limit theorems
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3313058)
