The following pages link to (Q4213419):
Displayed 13 items.
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135) (← links)
- Stochastic integration with respect to cylindrical semimartingales (Q2076630) (← links)
- On a theorem by A.S. Cherny for semilinear stochastic partial differential equations (Q2079165) (← links)
- Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes (Q2105165) (← links)
- Cylindrical martingale problems associated with Lévy generators (Q2312775) (← links)
- Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space (Q2315124) (← links)
- Theory of subdualities (Q2470243) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- On the Nonlinear Filtering Equations for Superprocesses in Random Environment (Q2838149) (← links)
- Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration (Q5095747) (← links)
- Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)