Pages that link to "Item:Q4261714"
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The following pages link to Markov dilation of diffusion type processes and its application to the financial mathematics (Q4261714):
Displaying 6 items.
- Markov process functionals in finance and insurance (Q846781) (← links)
- Dilations of commuting \(C_0\)-semigroups with bounded generators and the von Neumann polynomial inequality (Q2697702) (← links)
- Generalized hyperbolic diffusion processes with applications in finance (Q2757300) (← links)
- Diffusion approximation of Lévy processes with a view towards finance (Q3168628) (← links)
- Change of variable formulas for non-anticipative functionals (Q3298328) (← links)
- (Q4356149) (← links)