scientific article; zbMATH DE number 3665908

Cited in

(46)

On the Hellinger type distances for filtered experiments
A ratio inequality for Bessel processes.
A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations
Canonical RDEs and general semimartingales as rough paths
Applications of pathwise Burkholder-Davis-Gundy inequalities
L^p-estimates on diffusion processes
Maximal inequalities for the iterated fractional integrals
Weighted BMO and discrete time hedging within the Black-Scholes model
On the scaling limits of weakly asymmetric bridges
Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
Martingale transforms and their projection operators on manifolds
Multiplier theorems via martingale transforms
Scaling limits of weakly asymmetric interfaces
A generalisation of the Burkholder-Davis-Gundy inequalities
Well-posedness of monotone semilinear SPDEs with semimartingale noise
The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite
Gundy-Varopoulos martingale transforms and their projection operators on manifolds and vector bundles
Stochastic integrals and BDG's inequalities in Orlicz-type spaces
Schauder estimates for stochastic transport-diffusion equations with Lévy processes
Inequalities for upcrossings of semimartingales via skorohod embedding
A maximal inequality for upcrossings of a continuous martingale
Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
(Semi-) martingale inequalities and local times
scientific article; zbMATH DE number 3768713 (Why is no real title available?)
Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
On maximal inequalities for purely discontinuous martingales in infinite dimensions
A Short Proof of Stein’s Universal Multiplier Theorem
Backward stochastic Volterra integral equations with jumps in a general filtration
Integrability and regularity of the flow of stochastic differential equations with jumps
Stability results for martingale representations: the general case
The joint law of terminal values of a nonnegative submartingale and its compensator
On the maximal inequalities of Burkholder, Davis and Gundy
Stochastic Processes in the Decades after 1950
Sharp convex generalizations of stochastic Gronwall inequalities
Maximal inequalities and some applications
Scaling limits of bisexual Galton–Watson processes
Stability of backward stochastic differential equations: the general Lipschitz case
Stochastic Burgers equations in variable Lebesgue spaces
From martingales to multivalued stochastic differential equations in polyhedral domains: a tribute to Dominique Lépingle
Reflected BSEs, reflected BSDEs and fixed-point problems
\(\mathbb{L}^p\)-solutions of backward stochastic differential equations with default time
Non-equilibrium fluctuations for a spatial logistic branching process with weak competition
Riesz transforms for symmetric diffusion operators on complete Riemannian manifolds
L^p-estimates on a ratio involving a Bessel process
On the Burkholder-Davis-Gundy inequalities for continuous martingales

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 Q3862797)