The following pages link to (Q4151478):
Displaying 50 items.
- Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Martingale problem to Stratonovich stochastic inclusion (Q419923) (← links)
- Girsanov identities for Poisson measures under quasi-nilpotent transformations (Q428138) (← links)
- Itô calculus without probability in idealized financial markets (Q493630) (← links)
- Explicit formula for the optimal government debt ceiling (Q513084) (← links)
- Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes (Q606628) (← links)
- Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic (Q607269) (← links)
- A self-similar process arising from a random walk with random environment in random scenery (Q637083) (← links)
- Splitting at the infimum and excursions in half-lines for random walks and Lévy processes (Q689160) (← links)
- Errata: Stochastic calculus over symmetric Markov processes without time reversal (Q693722) (← links)
- The intrinsic local time sheet of Brownian motion (Q756287) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Some recent developments in nonlinear filtering theory (Q789808) (← links)
- On Wong-Zakai approximation of stochastic differential equations (Q791231) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- Remarks on the finite energy condition in additive white noise filtering (Q800882) (← links)
- Systems of equations driven by stable processes (Q816991) (← links)
- Differentiable selections of multifunctions and their applications (Q858676) (← links)
- Single jump processes and strict local martingales (Q901294) (← links)
- A martingale characterization of quantum Poisson processes (Q909344) (← links)
- The Meyer-Emery inequalities for norms of stochastic integrals with a parameter (Q911156) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- Finitely additive supermartingales (Q939137) (← links)
- Change of variable formulas for non-anticipative functionals on path space (Q984411) (← links)
- Time-space harmonic polynomials relative to a Lévy process (Q1002572) (← links)
- The martingale problem for a class of stable-like processes (Q1016609) (← links)
- Probabilistic solution of the American options (Q1019694) (← links)
- Nonlinear filtering equations for two-parameter semimartingales (Q1052745) (← links)
- Uniform integrability of continuous exponential martingales (Q1054366) (← links)
- Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments (Q1058223) (← links)
- Symmetric polynomials of random variables attracted to an infinitely divisible law (Q1067296) (← links)
- A two-sided stochastic integral and its calculus (Q1085890) (← links)
- Self-avoiding random walk: A Brownian motion model with local time drift (Q1087233) (← links)
- On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571) (← links)
- A new aspect of \(L_{\infty}\) in the space of BMO-martingales (Q1092515) (← links)
- Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
- A stochastic calculus for continuous N-parameter strong martingales (Q1107211) (← links)
- Occupation time densities for stable-like processes and other pure jump Markov processes (Q1109425) (← links)
- Approximation of stochastic equations driven by predictable processes (Q1113196) (← links)
- r-variations for two-parameter continuous martingales and Itô's formula (Q1122218) (← links)
- On transforming the class of BMO-martingales by a change of law (Q1135574) (← links)
- Semimartingales with values in \(R^m_+\) (Q1138297) (← links)
- The dual space of the space BMO for a stochastic point process (Q1139874) (← links)
- Representation of Banach space valued quasimartingales by real quasimartingales (Q1140357) (← links)
- Existence of optimal martingales (Q1140358) (← links)
- BMO-martingales and inequalities (Q1143069) (← links)
- Weighted norm inequality for operator on martingales (Q1143712) (← links)
- Remarks on a characterisation of BMO-martingales (Q1144840) (← links)
- Riemann-Stieltjes quasi-martingale integration (Q1148613) (← links)
