Pages that link to "Item:Q2637368"

The following pages link to A simple proof of functional Itô's lemma for semimartingales with an application (Q2637368):

Displaying 16 items.

• A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
• Feynman-Kac for functional jump diffusions with an application to credit value adjustment (Q894585) (← links)
• A note on functional derivatives on continuous paths (Q900553) (← links)
• A functional Itō-formula for Dawson-Watanabe superprocesses (Q2066966) (← links)
• The weak functional representation of historical martingales (Q2090750) (← links)
• A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
• Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
• An Itō formula in the space of tempered distributions (Q2360638) (← links)
• A useful extension of Itô's formula with applications to optimal stopping (Q2581206) (← links)
• Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
• The functional Itō formula under the family of continuous semimartingale measures (Q2810660) (← links)
• A simple proof of the martingale property in a semi-log-normal stochastic volatility model (Q3177164) (← links)
• Change of variable formulas for non-anticipative functionals (Q3298328) (← links)
• (Q3715971) (← links)
• A remark on the proof of Itô's formula for C² functions of continuous semimartingales (Q3992302) (← links)
• Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316) (← links)