Pages that link to "Item:Q2576790"

The following pages link to A change-of-variable formula with local time on curves (Q2576790):

Displaying 50 items.

• Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (Q253943) (← links)
• The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
• An occupation time formula for semimartingales in \(\mathbb{R}^N\) (Q404125) (← links)
• Integration with respect to the \(G\)-Brownian local time (Q482726) (← links)
• Sharp maximal inequalities for stochastic processes (Q492175) (← links)
• On classical and restricted impulse stochastic control for the exchange rate (Q517931) (← links)
• Local time-space calculus for symmetric Lévy processes (Q554450) (← links)
• Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
• Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
• Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
• Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
• Temporal variation for fractional heat equations with additive white noise (Q737138) (← links)
• A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
• The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
• The Wiener disorder problem with finite horizon (Q860699) (← links)
• Some limit theorems connected with Brownian local time (Q871320) (← links)
• The trap of complacency in predicting the maximum (Q879259) (← links)
• A sharp maximal inequality for one-dimensional Dunkl martingales (Q894583) (← links)
• Optimal stopping with private information (Q900599) (← links)
• Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
• Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671) (← links)
• Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
• On Chernoff's test for a fractional Brownian motion (Q2001264) (← links)
• Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (Q2078450) (← links)
• Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807) (← links)
• Detecting the presence of a random drift in Brownian motion (Q2145816) (← links)
• Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals (Q2179620) (← links)
• On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
• Optimising dividends and consumption under an exponential CIR as a discount factor (Q2216186) (← links)
• Singular control of the drift of a Brownian system (Q2238968) (← links)
• On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
• On time-inconsistent stopping problems and mixed strategy stopping times (Q2309591) (← links)
• Selling a stock at the ultimate maximum (Q2389600) (← links)
• Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
• Local time and the pricing of path-dependent options (Q2430252) (← links)
• The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
• Some remarks on local time-space calculus (Q2467714) (← links)
• On Itô's formula for elliptic diffusion processes (Q2469653) (← links)
• Finite expiry Russian options (Q2485844) (← links)
• Local time-space stochastic calculus for Lévy processes (Q2495381) (← links)
• Two-parameter \(p,q\)-variation paths and integrations of local times (Q2503160) (← links)
• Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
• An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484) (← links)
• Optimal double stopping of a Brownian bridge (Q2786434) (← links)
• Bayesian sequential testing of the drift of a Brownian motion (Q2786497) (← links)
• Derivative for self-intersection local time of multidimensional fractional Brownian motion (Q2804018) (← links)
• Optimal Liquidation of an Asset under Drift Uncertainty (Q2813079) (← links)
• On the lookback option with fixed strike (Q2875280) (← links)
• The British Put Option (Q2889604) (← links)
• The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)