Pages that link to "Item:Q599437"
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The following pages link to Calcul stochastique et problèmes de martingales (Q599437):
Displaying 50 items.
- Hawkes processes on large networks (Q259574) (← links)
- A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations (Q272943) (← links)
- Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
- Stochastic equation of fragmentation and branching processes related to avalanches (Q281171) (← links)
- Drift operator in a viable expansion of information flow (Q288832) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
- Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures (Q302091) (← links)
- Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041) (← links)
- Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
- On classical solutions of linear stochastic integro-differential equations (Q338203) (← links)
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- On stochastic equations with measurable coefficients driven by symmetric stable processes (Q413923) (← links)
- An analytic approach to stochastic Volterra equations with completely monotone kernels (Q423352) (← links)
- Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- A representation result for finite Markov chains (Q449931) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- Absolute continuity for some one-dimensional processes (Q453264) (← links)
- Time-varying jump tails (Q473227) (← links)
- Regularity of the density for the total weighted occupation measure of super-Brownain motion (Q475766) (← links)
- Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
- Existence of an endogenously complete equilibrium driven by a diffusion (Q486924) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Portfolio optimization with insider's initial information and counterparty risk (Q486930) (← links)
- On \(L_p\)-theory for stochastic parabolic integro-differential equations (Q487661) (← links)
- Martingale representation property in progressively enlarged filtrations (Q491187) (← links)
- Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168) (← links)
- Uncertain calculus with finite variation processes (Q521722) (← links)
- A criterium for the strict positivity of the density of the law of a Poisson process (Q537208) (← links)
- Pathwise solutions of the 2-D stochastic primitive equations (Q538477) (← links)
- Ruin probability in the Cramér-Lundberg model with risky investments (Q544507) (← links)
- Optimal control for semilinear evolution equations (Q582561) (← links)
- On the existence of optimal partially observed controls (Q594835) (← links)
- Conditional Lévy processes (Q597346) (← links)
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- Stochastic analysis without probability: study of some basic tools (Q619636) (← links)
- Markov chains approximation of jump-diffusion stochastic master equations (Q629778) (← links)
- A note on utility maximization with unbounded random endowment (Q633829) (← links)
- Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations (Q639336) (← links)
- Model problem for integro-differential Zakai equation with discontinuous observation processes (Q647498) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales (Q655181) (← links)
- Arbitrage opportunities in diverse markets via a non-equivalent measure change (Q665725) (← links)
- The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997) (← links)
- A law of the iterated logarithm for stochastic integrals (Q689461) (← links)
- On Hölder solutions of the integro-differential Zakai equation (Q734637) (← links)
- Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
