The following pages link to (Q4311824):
Displaying 15 items.
- Weak approximations for Wiener functionals (Q363864) (← links)
- A weak version of path-dependent functional Itô calculus (Q1621446) (← links)
- Thin times and random times' decomposition (Q2042766) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- Single jump filtrations and local martingales (Q2209740) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- Piecewise constant martingales and lazy clocks (Q2296122) (← links)
- Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem (Q2476401) (← links)
- Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
- Statistical causality and purely discontinuous local martingales (Q5086718) (← links)
- Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates (Q5217904) (← links)
- Optimal dividend strategy for the dual model with surplus-dependent expense (Q5875242) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
