Pages that link to "Item:Q4308605"

The following pages link to Sur La Loi Du Maximum Et Du Temps Local D'Une Martingale Continue Uniformement Integrable (Q4308605):

Displaying 10 items.

• Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
• A class of remarkable submartingales (Q850029) (← links)
• The joint law of the maximum and terminal value of a martingale (Q1326340) (← links)
• A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales (Q2079157) (← links)
• Single jump filtrations and local martingales (Q2209740) (← links)
• On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
• A complete characterization of local martingales which are functions of Brownian motion and its maximum (Q2642799) (← links)
• A maximal inequality for upcrossings of a continuous martingale (Q3687445) (← links)
• The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
• The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (Q5242512) (← links)