The following pages link to (Q4662403):
Displaying 13 items.
- Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation (Q428635) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- Convergence of local supermartingales (Q2028957) (← links)
- Term structure modelling for multiple curves with stochastic discontinuities (Q2308181) (← links)
- On stochastic integration for volatility modulated Lévy-driven Volterra processes (Q2434503) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- Fractional Integrals and Extensions of Selfdecomposability (Q3079737) (← links)
- (Q3445762) (← links)
- On a Class of Generalized Integrands (Q5430130) (← links)
- CBI-time-changed Lévy processes (Q6116556) (← links)
- Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance (Q6591579) (← links)
