Pages that link to "Item:Q599437"
From MaRDI portal
The following pages link to Calcul stochastique et problèmes de martingales (Q599437):
Displayed 50 items.
- Optimal control for semilinear evolution equations (Q582561) (← links)
- On the existence of optimal partially observed controls (Q594835) (← links)
- Conditional Lévy processes (Q597346) (← links)
- A law of the iterated logarithm for stochastic integrals (Q689461) (← links)
- Optimal Markov strategies for controlled Ito processes (Q751044) (← links)
- On quasi likelihood for semimartingales (Q751137) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864) (← links)
- On the variation distance for probability measures defined on a filtered space (Q760083) (← links)
- Robustness in the theory of nonlinear filtration (Q792000) (← links)
- Continuity properties of Hilbert space valued martingales (Q794341) (← links)
- Stability theorem for stochastic differential equations with jumps (Q809458) (← links)
- Multiplicative decompositions and frequency of vanishing of nonnegative submartingales (Q867093) (← links)
- Fragmentation at height associated with Lévy processes (Q869099) (← links)
- Nonsemimartingales: stochastic differential equations and weak Dirichlet processes (Q879256) (← links)
- The Heckman-Opdam Markov processes (Q880941) (← links)
- Some results on strong solutions of SDEs with applications to interest rate models (Q885261) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- The extremal family generated by the Yule process (Q916206) (← links)
- Elementary embeddings and games in adapted probability logic (Q920078) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- Nonlinear stochastic integrals for hyperfinite Lévy processes (Q1000867) (← links)
- COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841) (← links)
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Properties of solutions of stochastic differential equations (Q1060771) (← links)
- Mortality and aging in a heterogeneous population: A stochastic process model with observed and unobserved variables (Q1065748) (← links)
- Systems weakened by failures (Q1066562) (← links)
- Weak convergence of semimartingales and discretisation methods (Q1069555) (← links)
- On the existence of solutions of stochastic differential equations with singular drifts (Q1071381) (← links)
- On contiguity of probability measures corresponding to semimartingales (Q1074950) (← links)
- Extended convergence to continuous in probability processes with independent increments (Q1078908) (← links)
- Rate of convergence in the functional central limit theorem for semimartingales (Q1078911) (← links)
- A propagation of chaos result for Burgers' equation (Q1079290) (← links)
- A note on two-sided stochastic control problems (Q1080406) (← links)
- Invariance principles in mathematical statistics (Q1080586) (← links)
- Ruin problems and myopic portfolio optimization in continuous trading (Q1083122) (← links)
- Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space) (Q1083764) (← links)
- Information structures and viable price systems (Q1085024) (← links)
- G-stable convergence of semimartingales (Q1085872) (← links)
- Multiperiod security markets with differential information (Q1086116) (← links)
- A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems (Q1086915) (← links)
- On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571) (← links)
- Strong consistency of least squares estimates in linear regression models driven by semimartingales (Q1092578) (← links)
- Partial likelihood process and asymptotic normality (Q1095545) (← links)
- Local time and excursions of reflected Brownian motion in a wedge (Q1097587) (← links)
- Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\) (Q1099492) (← links)
- Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields (Q1099868) (← links)