scientific article; zbMATH DE number 3390061
From MaRDI portal
Publication:5658888
Cited in
(only showing first 100 items - show all)- Martingales, potentials and exponentials associated with a two-parameter jump process
- Strict local martingales via filtration enlargement
- Complements of sets in abstract Borelian hierarchies
- Sur l'int�grabilit� uniforme des martingales exponentielles
- A new form of the early exercise premium for American type derivatives
- Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes
- On the existence and unicity of solutions of stochastic integral equations
- From the decompositions of a stopping time to risk premium decompositions
- Some remarks on weak martingales
- Levy systems and absolutely continuous changes of measure for a jump process
- The Markov property at co-optional times
- Zero-one laws for the excursions and range of a L�vy process
- Riemann-Stieltjes quasi-martingale integration
- Limit non-stationary behavior of large closed queueing networks with bottlenecks
- Relative densities of semimartingales
- The asymptotic behaviour of maximum likelihood estimators for stationary point processes
- Nonlinear filtering with a symmetric space valued discontinuous observation
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Changes of filtrations and of probability measures
- Estimating the parameters of distributed productive just-in-time systems
- McKean-Vlasov optimal control: the dynamic programming principle
- A bound for the expected hitting time of storage processes
- Study of a filtration expanded to include an honest time
- Stochastic integral representation of some martingales
- On the problem of optimal instant observations of the linear birth and death process
- Existence of financial equilibria in continuous time with potentially complete markets
- Th�or�mes de section et de projection pour les processus a deux indices
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization
- The effects of health histories on stochastic process models of aging and mortality
- Conditioned super-Brownian motion
- Un th�or�me de repr�sentation pour les martingales discontinues
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- The quasi-sure limit of convex combinations of nonnegative measurable functions
- Integral representation with respect to stopped continuous local martingales
- On the metric temporal logic for continuous stochastic processes
- Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games
- Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
- Strong supermartingales and limits of nonnegative martingales
- Syst�mes r�g�n�ratifs et processus semi-markoviens
- Generalized strong Markov properties and applications
- Local times and supermartingales
- Martingales from processes with independent increments
- The variational principle and stochastic optimal control
- Analysis of multiserver retrial queueing system: a martingale approach and an algorithm of solution
- Filtrations for the two parameter jump process
- A remark on the weak convergence of processes in the Skorohod topology
- Arbitrage and state price deflators in a general intertemporal framework
- Probability unfolding, 1965‒2015
- On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process
- Optimal investment decisions when time-horizon is uncertain
- �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
- On convergence in variation of the distributions of multivariate point processes
- New proofs to measurable, predictable and optional section theorems
- Construction of right processes from excursions
- Bellman inequalities in markov decision deterministic drift processes
- scientific article; zbMATH DE number 3581363 (Why is no real title available?)
- scientific article; zbMATH DE number 3582989 (Why is no real title available?)
- A new approach to the skorohod problem, and its applications
- scientific article; zbMATH DE number 3538602 (Why is no real title available?)
- Ensembles singuliers associés aux espaces de Banach réticulés
- Partial divisibility of random sets
- Meyer's theorem on predictability
- Randomized and relaxed strategies in continuous-time Markov decision processes
- Comparison between solutions of SDEs and ODEs
- Brownian bridges on random intervals
- Capacités de Choquet finies et profinies. (Finite and profinite Choquet capacities)
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Markov processes with identical last exit distributions
- Stationary strategies in topological games
- Existence of dual processes
- Multifractal analysis of Choquet capacities
- On the variation distance for probability measures defined on a filtered space
- Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
- \(G_{\delta }\) ideals of compact sets
- Multiserver queueing systems with retrials and losses
- Systèmes de sortie \(({\mathcal F}_{D_ t})\) prévisibles. (\(({\mathcal F}_{D_ t})\)-predictable exit systems)
- Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
- Compensators and Cox convergence
- Reflected BSDE driven by a Lévy process
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions
- Martingales and function spaces
- Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
- Term structure of interest rates: The martingale approach
- Bellman equations for terminal utility maximization with general bid and ask prices
- Comultiplicative functionals and the birthing of a Markov process
- Enlargement of Filtration in Discrete Time
- On local times for non-homogeneous Markov processes
- Stochastic control for BSDEs and ABSDEs with Markov chain noises
- Stochastic integrators
- Martingale representation in progressively enlarged Lévy filtrations
- Examples of optimal control for partially observable systems:comparison, classical, and martingale methods
- Weak bisimulation is sound and complete for pCTL\(^*\)
- Measures on topological spaces
- Representation of gaussian processes equivalent to a gaussian martingalet
- Large closed queueing networks in semi-Markov environment and their application
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion
- Martingale representation in the enlargement of the filtration generated by a point process
- Excursions of Markov processes: An approach via Markov additive processes
- Another limit theorem for local time
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 Q5658888)
