The following pages link to (Q3957683):
Displaying 50 items.
- \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284) (← links)
- Continuous-time limit of dynamic games with incomplete information and a more informed player (Q267098) (← links)
- Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- A sharp weak-type \((\infty,\infty)\) inequality for the Hilbert transform (Q317795) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps (Q334074) (← links)
- Weighted inequalities for the martingale square and maximal functions (Q342758) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Second order Riesz transforms on multiply-connected Lie groups and processes with jumps (Q345043) (← links)
- Weak approximations for Wiener functionals (Q363864) (← links)
- On the chaotic character of the stochastic heat equation. II (Q365711) (← links)
- Convergence in measure under finite additivity (Q369386) (← links)
- Exchangeable sequences driven by an absolutely continuous random measure (Q373561) (← links)
- On the chaotic character of the stochastic heat equation, before the onset of intermitttency (Q373565) (← links)
- SLE curves and natural parametrization (Q373585) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- On the existence of shadow prices (Q377456) (← links)
- Sharp logarithmic bounds for Beurling-Ahlfors operator restricted to the class of radial functions (Q382064) (← links)
- On martingales whose exponential processes satisfy Muckenhoupt's condition \(A_1\) (Q383846) (← links)
- Some partial results on the convergence of loop-erased random walk to \(\mathrm{SLE}(2)\) in the natural parametrization (Q385567) (← links)
- Generalized Snell envelope as a minimal solution of BSDE with lower barriers (Q388135) (← links)
- A control problem with fuel constraint and Dawson-Watanabe superprocesses (Q389072) (← links)
- Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
- Sharp logarithmic inequalities for Riesz transforms (Q435853) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Ergodicity and stability of the conditional distributions of nondegenerate Markov chains (Q453244) (← links)
- Absolute continuity for some one-dimensional processes (Q453264) (← links)
- Maximal inequalities for martingales and their differential subordinates (Q457087) (← links)
- A mathematical treatment of bank monitoring incentives (Q471170) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Reduced measures for semilinear elliptic equations involving Dirichlet operators (Q502221) (← links)
- Weighted inequalities for the dyadic square function (Q515975) (← links)
- Change of measure up to a random time: details (Q529431) (← links)
- Term structure of interest rates: The martingale approach (Q583070) (← links)
- Sharp weak-type inequalities for differentially subordinated martingales (Q605028) (← links)
- Weak type inequalities for conditionally symmetric martingales (Q613202) (← links)
- Embeddings between weak Orlicz martingale spaces (Q631853) (← links)
- Initial enlargement of filtrations and entropy of Poisson compensators (Q633140) (← links)
- Test martingales, Bayes factors and \(p\)-values (Q635415) (← links)
- Logarithmic estimates for submartingales and their differential subordinates (Q639329) (← links)
- The covariant measure of SLE on the boundary (Q639867) (← links)
- Rough paths in idealized financial markets (Q647162) (← links)
- A natural parametrization for the Schramm-Loewner evolution (Q651008) (← links)
- A sharp weak-type bound for Itô processes and subharmonic functions (Q654868) (← links)
- \(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes (Q671041) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Duality results and inequalities with respect to Hardy spaces containing function sequences (Q678078) (← links)
- Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations (Q680480) (← links)
