The following pages link to (Q4197130):
Displayed 5 items.
- Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula (Q544525) (← links)
- Burkholder's submartingales from a stochastic calculus perspective (Q733354) (← links)
- Some inequalities with local times in zero of a Brownian motion (Q1198557) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- The calculus of boundary processes (Q5186516) (← links)