Pages that link to "Item:Q3217365"
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The following pages link to Stochastic Integrals with Respect to Optional Semimartingales and Random Measures (Q3217365):
Displaying 10 items.
- Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532) (← links)
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- On linear stochastic equations of optional semimartingales and their applications (Q2407789) (← links)
- On reflection with two-sided jumps (Q2664523) (← links)
- A comparison theorem for stochastic equations of optional semimartingales (Q4584280) (← links)
- Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition (Q5086474) (← links)
- On comparison theorem for optional SDEs via local times and applications (Q5086909) (← links)
- Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026) (← links)
- Characteristics and Constructions of Default Times (Q5123452) (← links)
- Parameter estimation in optional semimartingale regression models (Q6083204) (← links)
