Pages that link to "Item:Q4089600"
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The following pages link to Stochastic integrals for martingales of a jump process with partially accessible jump times (Q4089600):
Displaying 10 items.
- Nonlinear reserving and multiple contract modifications in life insurance (Q784434) (← links)
- Levy functionals and jump process martingales (Q1234965) (← links)
- Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
- Single jump filtrations and local martingales (Q2209740) (← links)
- The predictable representation property of compensated-covariation stable families of martingales (Q2790678) (← links)
- Innovation projections of a jump process and local martingales (Q4119897) (← links)
- Optimal control of a jump process (Q4119924) (← links)
- A note on chaotic and predictable representations for Itô–Markov additive processes (Q4685693) (← links)
- On the predictable representation property of martingales associated with Lévy processes (Q5265780) (← links)
- Martingale representation theorem for G-Brownian motion (Q5742382) (← links)
