The following pages link to (Q3126393):
Displaying 14 items.
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- Backward stochastic differential equations with Azéma's martingale (Q3148775) (← links)
- Regularity properties of the stochastic flow of a skew fractional Brownian motion (Q3298327) (← links)
- Studying anticipation on financial markets by BSDE (Q3440794) (← links)
- Rates of convergence of diffusions with drifted Brownian potentials (Q4257567) (← links)
- Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches (Q4409043) (← links)
- Utility maximization under risk constraints and incomplete information for a market with a change point (Q5373913) (← links)
- Double-Barrier Parisian Options (Q5391078) (← links)
- On logarithmic Sobolev inequalities for normal martingales (Q5952892) (← links)
- Martingales in Japan (Q6096239) (← links)
- Optimal stopping contract for public private partnerships under moral hazard (Q6105371) (← links)
- Pairs of complementary transmission conditions for Brownian motion (Q6130306) (← links)
- Concatenation of Nonhonest Feller Processes, Exit Laws, and Limit Theorems on Graphs (Q6135330) (← links)
- The trunks of \(\mathrm{CLE}(4)\) explorations (Q6187466) (← links)
