The following pages link to (Q5607002):
Displaying 9 items.
- The uniform integrability of martingales. On a question by Alexander Cherny (Q492941) (← links)
- Single jump processes and strict local martingales (Q901294) (← links)
- Single jump filtrations and local martingales (Q2209740) (← links)
- No arbitrage in a simple credit risk model (Q2349364) (← links)
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales (Q4057370) (← links)
- Stability of the classification of stopping times (Q4094194) (← links)
- Sur les helices du flot special sous une fonction (Q4768375) (← links)
- Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale (Q5014524) (← links)
- The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
