Pages that link to "Item:Q1904537"
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The following pages link to The generalized covariation process and Itô formula (Q1904537):
Displaying 50 items.
- Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (Q450798) (← links)
- Quadratic covariation estimates in non-smooth stochastic calculus (Q468746) (← links)
- Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- A generalization of the Itô formula (Q700895) (← links)
- A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
- Weak Dirichlet processes with a stochastic control perspective (Q855923) (← links)
- Nonsemimartingales: stochastic differential equations and weak Dirichlet processes (Q879256) (← links)
- Approximation via regularization of the local time of semimartingales and Brownian motion (Q952741) (← links)
- Some Brownian local time approximations. (Q997987) (← links)
- A generalization of Itô's lemma (Q1097580) (← links)
- Regularization of the Stratonovich equations with jumps between manifolds (Q1275257) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- Weak Dirichlet processes with jumps (Q1679481) (← links)
- The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Generalized integration and stochastic ODEs (Q1872259) (← links)
- Ito formula for \(C^ 1\)-functions of semimartingales (Q1908537) (← links)
- Strategic insider trading equilibrium: a filter theory approach (Q1945309) (← links)
- Time reversal of Volterra processes driven stochastic differential equations (Q1952467) (← links)
- A change of variable formula with Itô correction term (Q1958460) (← links)
- Product of two multiple stochastic integrals with respect to a normal martingale (Q1965901) (← links)
- Strong-viscosity solutions: classical and path-dependent PDEs (Q2002602) (← links)
- Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion (Q2048181) (← links)
- On path-dependent SDEs involving distributional drifts (Q2122924) (← links)
- A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
- A stochastic calculus for Rosenblatt processes (Q2145804) (← links)
- A Feynman-Kac result via Markov BSDEs with generalised drivers (Q2278678) (← links)
- Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited (Q2295037) (← links)
- A generalised Itō formula for Lévy-driven Volterra processes (Q2347455) (← links)
- A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
- Stochastic integration with respect to additive functionals of zero quadratic variation (Q2435248) (← links)
- Variations of the solution to a stochastic heat equation (Q2460323) (← links)
- The evolution of a random vortex filament (Q2571697) (← links)
- \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. (Q2574559) (← links)
- Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application (Q2660769) (← links)
- Closed-form formula for conditional moments of generalized nonlinear drift CEV process (Q2671852) (← links)
- Gaussian and non-Gaussian processes of zero power variation (Q2786487) (← links)
- Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion (Q2801789) (← links)
- Stochastic integration with respect to the cylindrical Wiener process via regularization (Q2857632) (← links)
- Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes (Q2909256) (← links)
- INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS (Q2939921) (← links)
- Convergence at First and Second Order of Some Approximations of Stochastic Integrals (Q3086802) (← links)
- LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA (Q3149365) (← links)
- Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (Q3426320) (← links)
- ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS (Q3520409) (← links)
- On forward stochastic integrals over the loop space (Q4542852) (← links)
- Short Communication: Chances for the Honest in Honest versus Insider Trading (Q5080125) (← links)
- Viable insider markets (Q5087037) (← links)
- The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures (Q5133924) (← links)
