Pages that link to "Item:Q3886618"
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The following pages link to Semimartingales and Markov processes (Q3886618):
Displaying 50 items.
- Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach (Q292529) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- On the semimartingale nature of Feller processes with killing (Q432514) (← links)
- Reduced measures for semilinear elliptic equations involving Dirichlet operators (Q502221) (← links)
- Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme (Q597361) (← links)
- Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
- On the orthogonal component of BSDEs in a Markovian setting (Q654493) (← links)
- Time change equations for Lévy-type processes (Q681994) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- On the loss of the semimartingale property at the hitting time of a level (Q895896) (← links)
- Structural properties of randomized times (Q1079295) (← links)
- Local time and excursions of reflected Brownian motion in a wedge (Q1097587) (← links)
- Controllability of linear stochastic systems (Q1168920) (← links)
- General change of variable formulas for semimartingales in one and finite dimensions (Q1326269) (← links)
- Nonlinear normalization of random evolution in the Levy approximation scheme (Q1795517) (← links)
- Explicit form and robustness of martingale representations. (Q1872167) (← links)
- Ito formula for \(C^ 1\)-functions of semimartingales (Q1908537) (← links)
- Lévy processes on smooth manifolds with a connection (Q2076622) (← links)
- Functional equations and martingales (Q2118164) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- On martingale transformations of multidimensional Brownian motion (Q2244460) (← links)
- The fourth characteristic of a semimartingale (Q2278675) (← links)
- On the roughness of the paths of RBM in a wedge (Q2337835) (← links)
- B. V. Gnedenko: classic of limit theorems in the theory of probability (Q2340292) (← links)
- Trading strategies generated by Lyapunov functions (Q2364535) (← links)
- Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
- Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications (Q2435232) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
- A criterion for invariant measures of Itô processes based on the symbol (Q2515514) (← links)
- On infinitely divisible semimartingales (Q2634898) (← links)
- A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs (Q2656243) (← links)
- A probabilistic method of solving Lobachevsky's functional equation (Q2662880) (← links)
- On the lack of semimartingale property (Q2668503) (← links)
- Hopf type lemmas for subsolutions of integro-differential equations (Q2692542) (← links)
- Probabilistic representations of fragmentation equations (Q2693375) (← links)
- Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing (Q2806062) (← links)
- Poisson approximation of processes with locally independent increments and Markov switching (Q2944757) (← links)
- Poisson Approximation of Impulsive Recurrent Process with Semi-Markov Switching (Q3094220) (← links)
- Measure-valued random processes (Q3217373) (← links)
- Fonctions convexes et semimartingales (Q3326534) (← links)
- Naturality, standardness, and weak duality for Markov processes (Q3347062) (← links)
- On a generalization of the theorem of p. levy (Q3473902) (← links)
- Brownian models of closed queueing networks with homogeneous customer populations (Q3477780) (← links)
- Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation (Q3535640) (← links)
- Application du calcul stochastique a i'etude de processus de markov reguliers sur [0,1] (Q3749872) (← links)
- Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup> (Q3769742) (← links)
- Généralisation d'un lemme de s. nakao et applications (Q3777173) (← links)
