Pages that link to "Item:Q3282326"
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The following pages link to On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (Q3282326):
Displaying 50 items.
- Optimal statistical decisions about some alternative financial models (Q276923) (← links)
- Adaptive importance sampling for control and inference (Q290478) (← links)
- Beneš condition for a discontinuous exponential martingale (Q357242) (← links)
- On uniqueness of solutions to the Cauchy problem for degenerate Fokker-Planck-Kolmogorov equations (Q370946) (← links)
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- Stochastically perturbed sliding motion in piecewise-smooth systems (Q478773) (← links)
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
- Zero-sum stochastic differential games and backward equations (Q674053) (← links)
- Pricing convertible bonds and change of probability measure (Q741859) (← links)
- Stochastic partial differential equations in groundwater hydrology. II: Application to Borden aquifer (Q809833) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- On weak solutions of highly degenerate SDEs (Q827931) (← links)
- Relative entropy minimizing noisy non-linear neural network to approximate stochastic processes (Q889265) (← links)
- The free action of nonequilibrium dynamics (Q892404) (← links)
- Estimation of failure probabilities of linear dynamic systems by importance sampling (Q949162) (← links)
- Functional Feynman-Kac equations for limit lognormal multifractals (Q996850) (← links)
- Non-Gaussian distribution for stock returns and related stochastic differential equation (Q1000402) (← links)
- Quantum trajectories of an oscillator interacting with an electromagnetic field, a classical force, and a heat bath (Q1034436) (← links)
- Non-linear filtering with discontinuous observations and applications to life sciences (Q1050961) (← links)
- Nonlinear filtering equations for two-parameter semimartingales (Q1052745) (← links)
- Uniform integrability of continuous exponential martingales (Q1054366) (← links)
- Least-squares state estimation of systems with state-dependent observation noise (Q1059039) (← links)
- Nonlinear filtering of systems governed by Ito differential equations with jump parameters (Q1080553) (← links)
- Setwise convergence of solution measures of stochastic differential equations (Q1090002) (← links)
- A new aspect of \(L_{\infty}\) in the space of BMO-martingales (Q1092515) (← links)
- Martingale dynamics and optimal routing in a network (Q1113666) (← links)
- Transformations of diffusion and Schrödinger processes (Q1116549) (← links)
- Conditional expectations of Brownian functionals and their applications (Q1122236) (← links)
- Nonlinear filtering for image restoration (Q1123177) (← links)
- Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
- A diffusion model for patch formation on cellular surfaces (Q1136955) (← links)
- Martingales and arbitrage in multiperiod securities markets (Q1138469) (← links)
- Optimal stationary linear control of the Wiener process (Q1146157) (← links)
- On the optimal control of stochastic systems with an exponential-of- integral performance index (Q1153117) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- On measure transformations for combined filtering and parameter estimation in discrete time (Q1163516) (← links)
- Estimation and control for linear, partially observable systems with non- Gaussian initial distribution (Q1172611) (← links)
- A criterion for uniform integrability of exponential martingales (Q1173335) (← links)
- Approximations for discrete-time adaptive control: Construction of \(\varepsilon\)-optimal controls (Q1176543) (← links)
- Equivalence problems for Gaussian multiple Markov processes and their canonical representations (Q1194600) (← links)
- A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold (Q1207134) (← links)
- A note on the structure of optimal stochastic controls (Q1218388) (← links)
- Cone-bounded nonlinearities and mean-square bounds - smoothing and prediction (Q1223064) (← links)
- Recursive integral equations for the detection of counting processes (Q1224825) (← links)
- Optimal stochastic control without convexity conditions in the dynamical equation (Q1226074) (← links)
- Finite-dimensional attainable sets for stochastic control systems (Q1229831) (← links)
- Stochastic systems in Riemannian manifolds (Q1246404) (← links)
- Realizing a weak solution on a probability space (Q1247099) (← links)
- Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem (Q1247683) (← links)
- On a problem of Girsanov (Q1248275) (← links)
