Pages that link to "Item:Q1211789"
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The following pages link to The multiplicity of an increasing family of \(\sigma\)-fields (Q1211789):
Displaying 37 items.
- Upper estimate of martingale dimension for self-similar fractals (Q365708) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- Reflected BSDEs on filtered probability spaces (Q491186) (← links)
- Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
- The multiplicity of helices for a regularly increasing sequence of \(\sigma\)-fields (Q801175) (← links)
- Dirichlet forms of fractals and products of random matrices (Q909353) (← links)
- Self-exciting counting process systems with finite state space (Q915264) (← links)
- Brownian motion on the Sierpinski gasket (Q1097588) (← links)
- Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- An invariant of systems in the ergodic theory (Q1252319) (← links)
- Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Martingale representation for degenerate diffusions (Q1738994) (← links)
- Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis (Q2076599) (← links)
- `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century (Q2101894) (← links)
- A general comparison theorem for reflected BSDEs (Q2244498) (← links)
- Martingale spaces and representations under absolutely continuous changes of probability (Q2332990) (← links)
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
- Integral representations of martingales for progressive enlargements of filtrations (Q2419970) (← links)
- Martingale dimensions for fractals (Q2427054) (← links)
- The predictable representation property of compensated-covariation stable families of martingales (Q2790678) (← links)
- Lévy processes and quasi-shuffle algebras (Q2812015) (← links)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- Measurable Riemannian structures associated with strong local Dirichlet forms (Q2862559) (← links)
- Up and down credit risk (Q3064015) (← links)
- Sous-espaces stables de martingales (Q4165997) (← links)
- Indices of Dirichlet forms (Q4568292) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- A note on finite securities market models (Q4859230) (← links)
- An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time (Q5038292) (← links)
- Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case (Q5086425) (← links)
- Martingale representation in progressively enlarged Lévy filtrations (Q5086907) (← links)
- MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES (Q5088806) (← links)
- A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
- A simple example of black noise (Q5956294) (← links)
- Martingales in Japan (Q6096239) (← links)
