Pages that link to "Item:Q6170510"
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The following pages link to On the optional and orthogonal decompositions of supermartingales and applications (Q6170510):
Displaying 7 items.
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Cones and decomposition of sub- and supermartingales (Q1885694) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
- Some related problems of SVO supermartingales. (Q2709341) (← links)
- (Q4384414) (← links)
- Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026) (← links)