The following pages link to (Q4473010):
Displaying 14 items.
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- Integration with respect to local time and Itô's formula for smooth nondegenerate martingales (Q845062) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions (Q2182620) (← links)
- Stochastic integration with respect to additive functionals of zero quadratic variation (Q2435248) (← links)
- Some remarks on local time-space calculus (Q2467714) (← links)
- On Itô's formula for elliptic diffusion processes (Q2469653) (← links)
- Local time-space stochastic calculus for Lévy processes (Q2495381) (← links)
- Two-parameter \(p,q\)-variation paths and integrations of local times (Q2503160) (← links)
- The functional Meyer–Tanaka formula (Q4584281) (← links)
- Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion (Q5233176) (← links)
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- On some asymptotic expansions of skew diffusions (Q6630462) (← links)
- Weak Approximation for a Black-Scholes Type Regime Switching Model (Q6671994) (← links)
