Pages that link to "Item:Q1240481"
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The following pages link to Characterization of stochastic processes with conditionally independent increments (Q1240481):
Displaying 5 items.
- A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
- LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL (Q2947346) (← links)
- Structure-preserving equivalent martingale measures for ℋ-SII models (Q4684922) (← links)