Martingales: Recent Developments, Results and Applications
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Publication:3935965
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(21)- Infinite-dimensional diffusion processes as Gibbs measures on \(C[0,1]^{Z^ d}\)
- On the use of semimartingales and stochastic integrals to model continuous trading
- On combining quasi-likelihood estimating functions
- Risk measurement in semimartingale models with multiple consumption goods
- Decompositions of semimartingales on \({\mathcal S}'\)
- New developments in inference for temporal stochastic processes
- On Bayesian nonparametric estimation for stochastic processes
- Optimal estimation for semimartingale neuronal models
- Poisson's equation for queues driven by a Markovian marked point process
- Quasi-likelihood estimation for semimartingales
- Strong approximations of semimartingales by processes with independent increments
- Testing for jumps when asset prices are observed with noise -- a ``swap variance approach
- Lifetesting and estimation with arbitrary distribution function
- Optimal locally absolutely continuous change of measure. finite set of decisions. part i
- Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems
- Inference for stochastic neuronal models
- Inference for stochastic neuronal models
- A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model
- Limit theorems for reflected Ornstein-Uhlenbeck processes
- On the asymptotic permutational normality of certain weighted measures of correlation
- The martingale method: Introductory sketch and access to the literature
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