Pages that link to "Item:Q1904537"
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The following pages link to The generalized covariation process and Itô formula (Q1904537):
Displaying 13 items.
- Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations (Q5225281) (← links)
- Forward integrals and SDE with fractal noise (Q5239186) (← links)
- Forward integration, convergence and non-adapted pointwise multipliers (Q5247187) (← links)
- MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)
- Stochastic differential equations with fractal noise (Q5463655) (← links)
- UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET (Q5472782) (← links)
- Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314) (← links)
- Stochastic controls of fractional Brownian motion (Q6123178) (← links)
- Weak Dirichlet processes and generalized martingale problems (Q6123260) (← links)
- Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)
- A \(C^1\)-Itô's formula for flows of semimartingale distributions (Q6589702) (← links)
- Stochastic differential equations with singular coefficients: the martingale problem view and the stochastic dynamics view (Q6592143) (← links)
- Notion of quadratic variation in Banach spaces (Q6637015) (← links)