Pages that link to "Item:Q1374847"
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The following pages link to Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities (Q1374847):
Displaying 22 items.
- A note on Gaussian correlation inequalities for nonsymmetric sets (Q654501) (← links)
- Squared chaotic random variables: new moment inequalities with applications (Q897694) (← links)
- Some covariance inequalities in Wiener space (Q999858) (← links)
- Interpolation, correlation identities, and inequalities for infinitely divisible variables (Q1282021) (← links)
- A nonsymmetric correlation inequality for Gaussian measure (Q1283920) (← links)
- A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces (Q1765112) (← links)
- Algebraic methods toward higher-order probability inequalities. II. (Q1879835) (← links)
- The pricing and hedging of an attainable claim in a hybrid Black-Scholes model under regime switching (Q2065427) (← links)
- Adaptive regression with Brownian path covariate (Q2077331) (← links)
- Quantitative correlation inequalities via extremal power series (Q2140009) (← links)
- A stochastic sewing lemma and applications (Q2184597) (← links)
- A Gaussian correlation inequality and its applications to the existence of small ball constant. (Q2574597) (← links)
- FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (Q3043488) (← links)
- A Delayed Black and Scholes Formula (Q3444689) (← links)
- On the Wiener chaos expansion of a diffusion (Q3975575) (← links)
- A remark on the chaos expansion of a diffusion (Q3975576) (← links)
- Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity (Q4412398) (← links)
- OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION (Q4467379) (← links)
- CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (Q4796580) (← links)
- Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions (Q5410813) (← links)
- Nonlinear Young integrals and differential systems in Hölder media (Q5506662) (← links)
- Covariance inequalities for convex and log-concave functions (Q6564548) (← links)
