The following pages link to (Q3049602):
Displaying 24 items.
- Skorokhod embeddings, minimality and non-centred target distributions (Q2494406) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- A complete characterization of local martingales which are functions of Brownian motion and its maximum (Q2642799) (← links)
- Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
- On the monotonicity principle of optimal Skorokhod embedding problem (Q2821807) (← links)
- Maximal Exponential Inequalities for Certain Diffusion Processes (Q2967988) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- Les inegalites de sous-martingales, comme consequences de la relation de domination (Q3878468) (← links)
- Stopped distributions for Markov processes in duality (Q3938311) (← links)
- Some contributions to the study of stochastic processes of the classes and (Q4584696) (← links)
- Shadow couplings (Q4992380) (← links)
- General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
- Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
- Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250) (← links)
- A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
- The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (Q5242512) (← links)
- Shadows and barriers (Q6126791) (← links)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
- Some martingale properties of the simple random walk and its maximum process (Q6540921) (← links)
- The Stefan problem and free targets of optimal Brownian martingale transport (Q6590460) (← links)
