Pages that link to "Item:Q5087026"

The following pages link to Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026):

Displaying 8 items.

• Finitely additive supermartingales (Q939137) (← links)
• Optional decompositions under constraints (Q1365848) (← links)
• Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
• Optional decomposition for continuous semimartingales under arbitrary filtrations (Q2517289) (← links)
• On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
• On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration (Q2798580) (← links)
• On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)
• SDEs with two reflecting barriers driven by optional processes with regulated trajectories (Q6658928) (← links)