On Discontinuous Martingales

Cited in

(34)

Asymptotically optimal sequential tests for nonhomogeneous processes
Sur l'int�grabilit� uniforme des martingales exponentielles
Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
Existence and estimates of moments for Lévy-type processes
On the Hellinger type distances for filtered experiments
Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process
Time fractional stochastic differential equations driven by pure jump Lévy noise
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues
Asymptotic properties of the realized skewness and related statistics
Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps
Estimation of linear functionals of Poisson processes
On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
Acknowledgement of priority.
The finiteness of moments of a stochastic exponential.
Maximal inequalities and exponential estimates for stochastic convolutions driven by Lévy-type processes in Banach spaces with application to stochastic quasi-geostrophic equations
Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs
Maximum likelihood estimation for doubly stochastic poisson processes with partial observations
Maximal inequalities and some applications
Spatial growth processes with long range dispersion: microscopics, mesoscopics and discrepancy in spread rate
Optimal investment and consumption for financial markets with jumps under transaction costs
On some maximal inequalities for fractional Brownian motions
On classical solutions of linear stochastic integro-differential equations
Local characteristics and tangency of vector-valued martingales
Adaptive efficient estimation for generalized semi-Markov big data models
On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale
Robust adaptive efficient estimation for semi-Markov nonparametric regression models
On ruin probabilities with investments in a risky asset with a regime-switching price
Improved estimation method for high dimension semimartingale regression models based on discrete data
Model selection for the robust efficient signal processing observed with small Lévy noise
Remarks on moment inequalities and identities for martingales
A weak solution theory for stochastic Volterra equations of convolution type
The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency
Burkholder-Davis-Gundy inequalities in UMD Banach spaces
A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations

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