The following pages link to (Q5493562):
Displayed 4 items.
- Penalisation of a stable Lévy process involving its one-sided supremum (Q629787) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
- A complete characterization of local martingales which are functions of Brownian motion and its maximum (Q2642799) (← links)