Pages that link to "Item:Q5408473"
From MaRDI portal
The following pages link to Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation (Q5408473):
Displaying 6 items.
- On semimartingale decompositions of convex functions of semimartingales (Q811642) (← links)
- Semimartingales and the standard Brownian motion (Q1120194) (← links)
- Trading strategies generated by Lyapunov functions (Q2364535) (← links)
- Optional decomposition for continuous semimartingales under arbitrary filtrations (Q2517289) (← links)
- Convergence in the Semimartingale Topology and Constrained Portfolios (Q3086809) (← links)
- The Bethe ansatz for sticky Brownian motions (Q6170359) (← links)