Pages that link to "Item:Q1841534"
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The following pages link to Integration with respect to local time (Q1841534):
Displaying 40 items.
- The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
- Quadratic covariation estimates in non-smooth stochastic calculus (Q468746) (← links)
- Integration with respect to the \(G\)-Brownian local time (Q482726) (← links)
- Computing deltas without derivatives (Q522065) (← links)
- Local time-space calculus for symmetric Lévy processes (Q554450) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Temporal variation for fractional heat equations with additive white noise (Q737138) (← links)
- Integration with respect to local time and Itô's formula for smooth nondegenerate martingales (Q845062) (← links)
- Some limit theorems connected with Brownian local time (Q871320) (← links)
- Construction of strong solutions of SDE's via Malliavin calculus (Q971842) (← links)
- Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
- Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
- Generalization of Itô's formula for smooth nondegenerate martingales. (Q1879509) (← links)
- Extended Itô calculus for symmetric Markov processes (Q1932222) (← links)
- Local time, coupling and the passport option (Q1979077) (← links)
- Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (Q2078450) (← links)
- On local times of Ornstein-Uhlenbeck processes (Q2080150) (← links)
- Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients (Q2082670) (← links)
- Derivative of intersection local time of independent symmetric stable motions (Q2374580) (← links)
- Stochastic integration with respect to additive functionals of zero quadratic variation (Q2435248) (← links)
- The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
- Some remarks on local time-space calculus (Q2467714) (← links)
- On Itô's formula for elliptic diffusion processes (Q2469653) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- Local time-space stochastic calculus for Lévy processes (Q2495381) (← links)
- Two-parameter \(p,q\)-variation paths and integrations of local times (Q2503160) (← links)
- A change-of-variable formula with local time on curves (Q2576790) (← links)
- Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut-Elworthy-Li formula for singular SDEs (Q2680394) (← links)
- Derivative for self-intersection local time of multidimensional fractional Brownian motion (Q2804018) (← links)
- Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation (Q2804559) (← links)
- The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)
- PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (Q3400129) (← links)
- Derivative for the intersection local time of two independent fractional Brownian motions (Q5086914) (← links)
- Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes (Q5210999) (← links)
- Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts (Q5239842) (← links)
- The quadratic covariation for a weighted fractional Brownian motion (Q5268388) (← links)
- Quadratic covariation and Itô's formula for smooth nondegenerate martingales (Q5919593) (← links)
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
- Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths (Q6635708) (← links)
