Pages that link to "Item:Q5615117"

The following pages link to The Representation of Functionals of Brownian Motion by Stochastic Integrals (Q5615117):

Displaying 50 items.

• Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
• Information structure and equilibrium asset prices (Q759628) (← links)
• A variational problem arising in financial economics (Q811312) (← links)
• A functional extension of the Ito formula (Q847101) (← links)
• Transformations of diffusion and Schrödinger processes (Q1116549) (← links)
• Estimation of vector Armax models (Q1145456) (← links)
• Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
• Some properties of the parameterization of ARMA systems with unknown order (Q1163327) (← links)
• Estimating the dimension of a linear system (Q1172612) (← links)
• Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
• Stochastic integral representation of some martingales (Q1248276) (← links)
• Time reversal and reflected diffusions (Q1275933) (← links)
• Differentiable measures and the Malliavin calculus (Q1288049) (← links)
• Solvability of the Schrödinger equation by stochastic integration of magnetic fields (Q1326321) (← links)
• Dynamic spanning without probabilities (Q1327557) (← links)
• Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
• Semimartingale integral representation (Q1356375) (← links)
• Optimal asset allocation with fixed-term securities (Q1656778) (← links)
• Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
• The full replica symmetry breaking in the Ising spin glass on random regular graph (Q1756788) (← links)
• Conditioned stochastic differential equations: theory, examples and application to finance. (Q1766028) (← links)
• A simplified proof of the representation of functionals of diffusions (Q1823544) (← links)
• Generalized holomorphic processes and differentiability (Q1824280) (← links)
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times (Q1836443) (← links)
• On the Clark Ocone formula for the abstract Wiener space (Q1874461) (← links)
• A partial introduction to financial asset pricing theory. (Q1879511) (← links)
• Quantum stochastic calculus with maximal operator domains. (Q1879861) (← links)
• A characterization of hedging portfolios for interest rate contingent claims. (Q1879909) (← links)
• Gaussian approximations of Brownian motion in a stochastic integral (Q1897893) (← links)
• Embedding and asymptotic expansions for martingales (Q1902865) (← links)
• On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
• Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
• A functional Itō-formula for Dawson-Watanabe superprocesses (Q2066966) (← links)
• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)
• A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
• Hedging of the European option with nonsmooth payment function (Q2274555) (← links)
• Mollifier approximation of Brownian motion in stochastic integral (Q2277663) (← links)
• Clark representation for local times of self-intersection of Gaussian integrators (Q2330229) (← links)
• Optimal investment with deferred capital gains taxes (Q2379189) (← links)
• A discrete-time Clark-Ocone formula and its application to an error analysis (Q2412512) (← links)
• Martingale structure of Skorohod integral processes (Q2497174) (← links)
• Diffusions, their derivatives and expansions in Wiener chaos (Q2503512) (← links)
• A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)
• The Clark-Ocone formula for vector valued Wiener functionals (Q2577512) (← links)
• The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales (Q2790678) (← links)
• A representation theorem for smooth Brownian martingales (Q2833694) (← links)
• On One Integral Representation of Functionals of Brownian Motion (Q2967985) (← links)
• White Noise Generalization of the Clark-Ocone Formula Under Change of Measure (Q3068105) (← links)
• Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779) (← links)
• De Rham–Hodge decomposition and vanishing of harmonic forms by derivation operators on the Poisson space (Q3186062) (← links)