The following pages link to Jean Jacod (Q207848):
Displaying 50 items.
- (Q3956157) (← links)
- An application of the Emery topology: The information process of a filtered statistical model. (Q3975597) (← links)
- A remark on stochastic differential equations with Markov solutions. (Q3979061) (← links)
- Regularity of arbitrary order for a filtered statistical model. (Q3979062) (← links)
- (Q3996311) (← links)
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales (Q4057370) (← links)
- Two dependent Poisson processes whose sum is still a Poisson process (Q4061756) (← links)
- (Q4062473) (← links)
- Un th�or�me de repr�sentation pour les martingales discontinues (Q4064791) (← links)
- (Q4073610) (← links)
- Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales (Q4076585) (← links)
- (Q4107690) (← links)
- �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales (Q4115871) (← links)
- (Q4136293) (← links)
- (Q4143965) (← links)
- (Q4144527) (← links)
- Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage (Q4148578) (← links)
- (Q4148589) (← links)
- (Q4155568) (← links)
- Sous-espaces stables de martingales (Q4165997) (← links)
- (Q4178277) (← links)
- (Q4197145) (← links)
- (Q4311643) (← links)
- (Q4311824) (← links)
- (Q4326609) (← links)
- (Q4349226) (← links)
- (Q4349243) (← links)
- (Q4365535) (← links)
- (Q4403107) (← links)
- (Q4403108) (← links)
- (Q4421346) (← links)
- (Q4451257) (← links)
- Diffusions with measurement errors. I. Local Asymptotic Normality (Q4534851) (← links)
- Diffusions with measurement errors. II. Optimal estimators (Q4534852) (← links)
- On the minimal number of driving Lévy motions in a multivariate price model (Q4555292) (← links)
- Estimation of Volatility Functionals: The Case of a $$\sqrt{n}$$ Window (Q4560345) (← links)
- Options Prices in Incomplete Markets (Q4606385) (← links)
- Statistical Properties of Microstructure Noise (Q4612526) (← links)
- (Q4742046) (← links)
- Syst�mes r�g�n�ratifs et processus semi-markoviens (Q4768424) (← links)
- (Q4778955) (← links)
- (Q4856610) (← links)
- (Q4896006) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
- Estimating functions for diffusion-type processes (Q4913197) (← links)
- Non‐parametric Kernel Estimation of the Coefficient of a Diffusion (Q4956067) (← links)
- Asymptotic properties of power variations of Lévy processes (Q5429598) (← links)
- A central limit theorem for realised power and bipower variation of continuous semimartingales (Q5493536) (← links)
- (Q5495335) (← links)
- (Q5585834) (← links)
