The following pages link to (Q4091204):
Displaying 20 items.
- Nonlinear reserving and multiple contract modifications in life insurance (Q784434) (← links)
- Single jump processes and strict local martingales (Q901294) (← links)
- Random walks on discrete cylinders with large bases and random interlacements (Q964785) (← links)
- Filtrations for the two parameter jump process (Q1105915) (← links)
- The martingales of an independent increment process (Q1137315) (← links)
- Levy functionals and jump process martingales (Q1234965) (← links)
- An image-based filter for discrete-time Markovian jump linear systems (Q1911257) (← links)
- Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- Single jump filtrations and local martingales (Q2209740) (← links)
- Integral representations of martingales for progressive enlargements of filtrations (Q2419970) (← links)
- The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales (Q2790678) (← links)
- Un esempio di applicazione della teoria «generale» dei processi a un problema di rappresentazione di martingale (Q3794996) (← links)
- Stochastic integrals for martingales of a jump process with partially accessible jump times (Q4089600) (← links)
- Stability of the classification of stopping times (Q4094194) (← links)
- (Q4164629) (← links)
- A note on chaotic and predictable representations for Itô–Markov additive processes (Q4685693) (← links)
- An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time (Q5038292) (← links)
- Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case (Q5086425) (← links)
- The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
