The following pages link to On Discontinuous Martingales (Q4125540):
Displaying 34 items.
- On classical solutions of linear stochastic integro-differential equations (Q338203) (← links)
- Existence and estimates of moments for Lévy-type processes (Q511141) (← links)
- On the Hellinger type distances for filtered experiments (Q1119267) (← links)
- The finiteness of moments of a stochastic exponential. (Q1423120) (← links)
- Estimation of linear functionals of Poisson processes (Q1807918) (← links)
- Acknowledgement of priority. (Q1888764) (← links)
- Remarks on moment inequalities and identities for martingales (Q1950780) (← links)
- On some maximal inequalities for fractional Brownian motions (Q1962161) (← links)
- Burkholder-Davis-Gundy inequalities in UMD Banach spaces (Q2006396) (← links)
- Model selection for the robust efficient signal processing observed with small Lévy noise (Q2023459) (← links)
- Time fractional stochastic differential equations driven by pure jump Lévy noise (Q2050881) (← links)
- A weak solution theory for stochastic Volterra equations of convolution type (Q2075334) (← links)
- Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions (Q2097567) (← links)
- Adaptive efficient estimation for generalized semi-Markov big data models (Q2164796) (← links)
- Local characteristics and tangency of vector-valued martingales (Q2208475) (← links)
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions (Q2291963) (← links)
- Robust adaptive efficient estimation for semi-Markov nonparametric regression models (Q2316338) (← links)
- Asymptotic properties of the realized skewness and related statistics (Q2317879) (← links)
- Spatial growth processes with long range dispersion: microscopics, mesoscopics and discrepancy in spread rate (Q2657905) (← links)
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
- Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878) (← links)
- Maximum likelihood estimation for doubly stochastic poisson processes with partial observations (Q3709702) (← links)
- A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations (Q3790513) (← links)
- Sur l'int�grabilit� uniforme des martingales exponentielles (Q4155579) (← links)
- Asymptotically optimal sequential tests for nonhomogeneous processes (Q4384954) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
- Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations (Q5231304) (← links)
- The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350) (← links)
- The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency (Q6135921) (← links)
- Maximal inequalities and some applications (Q6158179) (← links)
- Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)