The following pages link to (Q4136293):
Displaying 18 items.
- Variational representations for continuous time processes (Q720739) (← links)
- Asset pricing for general processes (Q804457) (← links)
- On optimal arbitrage (Q990375) (← links)
- On contiguity of probability measures corresponding to semimartingales (Q1074950) (← links)
- Semimartingales with values in \(R^m_+\) (Q1138297) (← links)
- Theory of stochastic processes (Q1158878) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Stochastic integral equations for Walsh semimartingales (Q1650115) (← links)
- Absolute continuity of semimartingales (Q1722022) (← links)
- The weak functional representation of historical martingales (Q2090750) (← links)
- Changes of filtrations and of probability measures (Q3051166) (← links)
- Zero-one laws for the excursions and range of a L�vy process (Q3880008) (← links)
- On extremal solutions of martingale problems (Q3893053) (← links)
- �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales (Q4115871) (← links)
- Study of a filtration expanded to include an honest time (Q4148568) (← links)
- Control of jump processes and applications (Q4173271) (← links)
- A Note On Utility Maximization Under Partial Observations<sup>1</sup> (Q4345910) (← links)
- Principal-multiagents problem under equivalent changes of measure: general study and an existence result (Q6615511) (← links)