Pages that link to "Item:Q2637368"
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The following pages link to A simple proof of functional Itô's lemma for semimartingales with an application (Q2637368):
Displaying 8 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Feynman-Kac for functional jump diffusions with an application to credit value adjustment (Q894585) (← links)
- A note on functional derivatives on continuous paths (Q900553) (← links)
- A functional Itō-formula for Dawson-Watanabe superprocesses (Q2066966) (← links)
- The weak functional representation of historical martingales (Q2090750) (← links)
- Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
- Change of variable formulas for non-anticipative functionals (Q3298328) (← links)
- Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316) (← links)