The following pages link to (Q3322941):
Displaying 8 items.
- On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes (Q521963) (← links)
- Maximal inequalities for \(g\)-martingales (Q1017811) (← links)
- \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
- Some Brownian functionals and their laws (Q1370221) (← links)
- Time-changed local martingales under signed measures (Q2031003) (← links)
- A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936) (← links)
- Representation of martingales under signed measures and the study of the classes ∑<sub><i>s</i></sub> and ∑<sub><i>s</i></sub>′ (Q5086625) (← links)
- Resolution of the skew Brownian motion equations with stochastic calculus for signed measures (Q5859957) (← links)
