The following pages link to On the Azéma martingales (Q3975568):
Displaying 49 items.
- On the path structure of a semimartingale arising from monotone probability theory (Q731665) (← links)
- Filtered Azéma martingales (Q743407) (← links)
- Quantum stochastic processes with independent additive increments (Q805088) (← links)
- Quantum q-white noise and a q-central limit theorem (Q811007) (← links)
- Itô's stochastic calculus and Heisenberg commutation relations (Q972812) (← links)
- Itô's formula for pseudo-processes (Q1185129) (← links)
- Decomposing the Brownian path via the range process (Q1346156) (← links)
- Wick theorems in non-Gaussian white noise calculus (Q1373516) (← links)
- Functional asymptotic behavior of some random multilinear forms (Q1382549) (← links)
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384) (← links)
- Local spectral gaps on loop spaces. (Q1408911) (← links)
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- On some inequalities of local times for Azéma martingales (Q1572828) (← links)
- Some remarkable pure martingales (Q1868122) (← links)
- Chaotic and predictable representations for Lévy processes. (Q1879485) (← links)
- Quantum stochastic calculus with maximal operator domains. (Q1879861) (← links)
- Modeling credit risk with partial information. (Q1879905) (← links)
- Divergence criteria for random series related to the Azéma-Emery martingale process (Q1907443) (← links)
- Product of two multiple stochastic integrals with respect to a normal martingale (Q1965901) (← links)
- On non-compact Cotton solitons (Q2079252) (← links)
- Gaussian random bridges and a geometric model for information equilibrium (Q2150142) (← links)
- Spacelike hypersurfaces immersed in weighted standard static spacetimes: uniqueness, nonexistence and stability (Q2179125) (← links)
- Semimartingales and shrinkage of filtration (Q2240853) (← links)
- Weakly trapped submanifolds immersed in generalized Robertson-Walker spacetimes (Q2287319) (← links)
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
- Predictable representation for time inhomogeneous Lévy processes and BSDEs (Q2322283) (← links)
- Filtration shrinkage by level-crossings of a diffusion (Q2371954) (← links)
- Stochastic control problems for systems driven by normal martingales (Q2426608) (← links)
- Sharp martingale inequalities and applications to Riesz transforms on manifolds, Lie groups and Gauss space (Q2517362) (← links)
- The chaotic-representation property for a class of normal martingales (Q2642930) (← links)
- (Q2725596) (← links)
- A characterization of bidimensional Azéma martingales of type II (Q2725598) (← links)
- Correction of a paper by Attal and Émery on bidimensional Azéma martingales (Q2725599) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- The qq-bit (I): Central limits with left q-Jordan–Wigner embeddings, monotone interacting Fock space, Azema random variable, probabilistic meaning of q (Q3122076) (← links)
- Umbral Calculus, Martingales, and Associated Polynomials (Q3158149) (← links)
- The Azéma martingales as components of quantum independent increment processes (Q3979050) (← links)
- (Q4021342) (← links)
- (Q4451262) (← links)
- A note on chaotic and predictable representations for Itô–Markov additive processes (Q4685693) (← links)
- BSDEs driven by normal martingale (Q5071309) (← links)
- La martingale d’Azéma (Q5126523) (← links)
- Potential Theory in Classical Probability (Q5302299) (← links)
- Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds (Q5855964) (← links)
- An application in stochastics of the Laguerre-type polynomials (Q5946629) (← links)
- On logarithmic Sobolev inequalities for normal martingales (Q5952892) (← links)
- Spacelike mean curvature flow solitons, polynomial volume growth and stochastic completeness of spacelike hypersurfaces immersed into pp-wave spacetimes (Q6141132) (← links)
- Brownian motion on involutive braided spaces (Q6186244) (← links)
- Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)