Pages that link to "Item:Q1621716"
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The following pages link to Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716):
Displaying 7 items.
- Optimization of joint \(p\)-variations of Brownian semimartingales (Q457782) (← links)
- Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404) (← links)
- Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
- Model-adaptive optimal discretization of stochastic integrals (Q5086427) (← links)
- Optimal Approximation of the Second Iterated Integral of Brownian Motion (Q5421610) (← links)
- The optimal discretization of stochastic differential equations (Q5938583) (← links)
- When to efficiently rebalance a portfolio (Q6657698) (← links)