Pages that link to "Item:Q3330239"
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The following pages link to Malliavin's calculus and stochastic integral representations of functional of diffusion processes<sup>†</sup> (Q3330239):
Displaying 50 items.
- A martingale bound for the entropy associated with a trimmed filtration on \(\mathbb{R}^d\) (Q341089) (← links)
- Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
- Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
- A functional extension of the Ito formula (Q847101) (← links)
- Itô's lemma without non-anticipatory conditions (Q910101) (← links)
- Some covariance inequalities in Wiener space (Q999858) (← links)
- Optimal consumption and investment under partial information (Q1029540) (← links)
- Stochastic calculus with anticipating integrands (Q1093993) (← links)
- Martingale representation and hedging policies (Q1177217) (← links)
- Martingales on Riemannian manifolds with prescribed limit (Q1178625) (← links)
- The existence of invariant measures for C[0,1]-valued diffusions (Q1263169) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- Differentiable measures and the Malliavin calculus (Q1288049) (← links)
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme (Q1326299) (← links)
- Solvability of the Schrödinger equation by stochastic integration of magnetic fields (Q1326321) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- Generalized holomorphic processes and differentiability (Q1824280) (← links)
- A characterization of hedging portfolios for interest rate contingent claims. (Q1879909) (← links)
- On volatility of prices in arbitrage-free markets (Q1904628) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Spatial ergodicity for SPDEs via Poincaré-type inequalities (Q2076619) (← links)
- Stochastic functional linear models and Malliavin calculus (Q2135880) (← links)
- Hedging of the European option with nonsmooth payment function (Q2274555) (← links)
- The fractional and mixed-fractional CEV model (Q2315921) (← links)
- Clark representation for local times of self-intersection of Gaussian integrators (Q2330229) (← links)
- A discrete-time Clark-Ocone formula and its application to an error analysis (Q2412512) (← links)
- Martingale structure of Skorohod integral processes (Q2497174) (← links)
- Diffusions, their derivatives and expansions in Wiener chaos (Q2503512) (← links)
- A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)
- The Clark-Ocone formula for vector valued Wiener functionals (Q2577512) (← links)
- A representation theorem for smooth Brownian martingales (Q2833694) (← links)
- On One Integral Representation of Functionals of Brownian Motion (Q2967985) (← links)
- Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas (Q3114575) (← links)
- Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779) (← links)
- De Rham–Hodge decomposition and vanishing of harmonic forms by derivation operators on the Poisson space (Q3186062) (← links)
- A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
- RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS (Q3502795) (← links)
- A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS (Q3523591) (← links)
- A new approach to the martingale representation theorem (Q3647587) (← links)
- Generalized multiple stochastic integrals and the representation of wiener functionals (Q3782540) (← links)
- Extension of the ito calculus via the malliavin calculus (Q3782541) (← links)
- A generalized Haussmann's formula (Q4036135) (← links)
- Modeling Variance Risk Premium (Q4609756) (← links)
- An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (Q4648586) (← links)
- Optimal investment under dynamic risk constraints and partial information (Q4911229) (← links)
- An extension of the Clark–Haussmann formula and applications (Q5087031) (← links)
- The Malliavin calculus and hypoelliptic differential operators (Q5247183) (← links)
- Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales (Q5270101) (← links)
