Pages that link to "Item:Q428755"

The following pages link to Pathwise construction of stochastic integrals (Q428755):

Displaying 48 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
• Pathwise strategies for stochastic differential games with an erratum to ``Stochastic differential games with asymmetric information'' (Q372998) (← links)
• Second order reflected backward stochastic differential equations (Q389069) (← links)
• Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
• Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991) (← links)
• Pathwise stochastic integrals for model free finance (Q726748) (← links)
• Robust superhedging with jumps and diffusion (Q744974) (← links)
• Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
• Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
• Moral hazard under ambiguity (Q1626505) (← links)
• Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
• A superhedging approach to stochastic integration (Q1630662) (← links)
• Dynamic programming approach to principal-agent problems (Q1691442) (← links)
• Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
• Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
• An abstract law of large numbers (Q1987712) (← links)
• Duality theory for robust utility maximisation (Q2049550) (← links)
• A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
• Optimal contracting under mean-volatility joint ambiguity uncertainties (Q2088616) (← links)
• Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic (Q2133932) (← links)
• Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs (Q2155508) (← links)
• Second order backward SDE with random terminal time (Q2201514) (← links)
• Representation of solutions to 2BSDEs in an extended monotonicity setting (Q2208977) (← links)
• Superreplication under model uncertainty in discrete time (Q2255006) (← links)
• Remarks on Föllmer's pathwise Itô calculus (Q2272807) (← links)
• Stochastic integration and differential equations for typical paths (Q2274218) (← links)
• Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
• Reduced-form framework under model uncertainty (Q2330468) (← links)
• Pathwise integration with respect to paths of finite quadratic variation (Q2397623) (← links)
• Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
• A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
• Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
• A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides (Q2968554) (← links)
• Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
• A pointwise bipolar theorem (Q4621359) (← links)
• Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs (Q5034423) (← links)
• Random Horizon Principal-Agent Problems (Q5037495) (← links)
• Contract Theory in a VUCA World (Q5232267) (← links)
• Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q5384790) (← links)
• Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
• Model Uncertainty: A Reverse Approach (Q5868802) (← links)
• Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
• Entropic Optimal Planning for Path-Dependent Mean Field Games (Q6098456) (← links)
• Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)
• A càdlàg rough path foundation for robust finance (Q6181520) (← links)
• Wellposedness of second order reflected BSDEs: A new formulation (Q6198002) (← links)