The following pages link to (Q5493562):
Displaying 11 items.
- A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
- On pathwise counterparts of Doob's maximal inequalities (Q492170) (← links)
- Penalisation of a stable Lévy process involving its one-sided supremum (Q629787) (← links)
- On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
- Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
- A complete characterization of local martingales which are functions of Brownian motion and its maximum (Q2642799) (← links)
- Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent (Q5126530) (← links)
- (Q5493558) (← links)
- Some martingale properties of the simple random walk and its maximum process (Q6540921) (← links)