Pages that link to "Item:Q5515851"

The following pages link to On the Decomposition of Continuous Submartingales (Q5515851):

Displaying 42 items.

• A bilevel programming approach to double optimal stopping (Q275213) (← links)
• No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications (Q277161) (← links)
• Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
• ANOVA for diffusions and Itō processes (Q449957) (← links)
• Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
• Continuous-time trading and the emergence of probability (Q693028) (← links)
• Extensions of Black-Scholes processes and Benford's law (Q939395) (← links)
• Étude asymptotique de certains mouvements browniens complexes avec drift (Q1067314) (← links)
• Random time change and an integral representation for marked stopping times (Q1123482) (← links)
• Some time change representations of stable integrals, via predictable transformations of local martingales (Q1190166) (← links)
• Stochastic integral representation of some martingales (Q1248276) (← links)
• Upper and lower functions of plane Brownian angles (Q1291973) (← links)
• Forecasting point and continuous processes: Prequential analysis (Q1345543) (← links)
• The law of iterated logarithm for one winding functional (Q1382217) (← links)
• Financial options and statistical prediction intervals (Q1431433) (← links)
• Variance swaps on time-changed Lévy processes (Q1761447) (← links)
• Embedding and asymptotic expansions for martingales (Q1902865) (← links)
• On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
• Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
• A maximal inequality for fractional Brownian motions (Q2414733) (← links)
• Hedging variance options on continuous semimartingales (Q2430256) (← links)
• On the equivalence of \(q\)-martingales and locally \(L^ p\)-integrable martingales (Q2539154) (← links)
• Some remarks on local martingales (Q2542381) (← links)
• An Improved Test for Continuous Local Martingales (Q2792264) (← links)
• TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE (Q2802751) (← links)
• Stochastic differential equations for sticky Brownian motion (Q2811120) (← links)
• A representation theorem for smooth Brownian martingales (Q2833694) (← links)
• MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (Q3069956) (← links)
• On extremal solutions of martingale problems (Q3893053) (← links)
• Potential Processes (Q4142463) (← links)
• On a Solvable Diffusion with Time Dependent “Killing” (Q4432682) (← links)
• A Generalized Central Limit Conjecture for Convex Bodies (Q5115960) (← links)
• Stochastic sequential reduction of commutative Hamiltonians (Q5141082) (← links)
• THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS (Q5190050) (← links)
• Estimates for the diameter of a martingale (Q5265784) (← links)
• The hitting characteristics of a strong Markov process, with applications to continuous martingales in 𝑅ⁿ (Q5600222) (← links)
• Changes of time, stochastic integrals, and weak martingales (Q5615115) (← links)
• On a Subclass of Square Integrable Martingales (Q5627464) (← links)
• Quadratic Variation of Potentials and Harmonic Functions (Q5660984) (← links)
• Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
• The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350) (← links)
• Central limit theorems for martingales. I: Continuous limits (Q6126950) (← links)