Pages that link to "Item:Q2372385"

The following pages link to The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures (Q2372385):

Displaying 13 items.

• On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
• The Gaussian free field and SLE\(_{4}\) on doubly connected domains (Q983702) (← links)
• Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
• Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (Q1689707) (← links)
• Stochastic differential games in insider markets via Malliavin calculus (Q2250075) (← links)
• Local spectral statistics of the addition of random matrices (Q2273605) (← links)
• A duopoly preemption game with two alternative stochastic investment choices (Q2313491) (← links)
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) (← links)
• Pricing of claims in discrete time with partial information (Q2441467) (← links)
• Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585) (← links)
• The generalized Itô–Venttsel’ formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral (Q2945827) (← links)
• A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165) (← links)
• Generalized Cox model for default times (Q6105368) (← links)