The following pages link to (Q3975569):
Displaying 19 items.
- Perturbed Brownian motion and its application to Parisian option pricing (Q650763) (← links)
- On the path structure of a semimartingale arising from monotone probability theory (Q731665) (← links)
- Le mouvement brownien sur \({\mathbb{R}}^ N\), en tant que semi-martingale dans \(S_ N\) (Q760968) (← links)
- Brownian penalisations related to excursion lengths. VII (Q838322) (← links)
- A class of remarkable submartingales (Q850029) (← links)
- On independent times and positions for Brownian motions. (Q1394485) (← links)
- Exploring the Tutte-Martin connection (Q1827709) (← links)
- Product of two multiple stochastic integrals with respect to a normal martingale (Q1965901) (← links)
- Penalizing fractional Brownian motion for being negative (Q2229556) (← links)
- Information reduction via level crossings in a credit risk models (Q2463710) (← links)
- Filtering of a reflected Brownian motion with respect to its local time (Q2490046) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions (Q2850031) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- (Q3492518) (← links)
- BSDEs driven by normal martingale (Q5071309) (← links)
- La martingale d’Azéma (Q5126523) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
- Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)
