Pages that link to "Item:Q607068"
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The following pages link to Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets (Q607068):
Displaying 9 items.
- Making Markov martingales meet marginals: With explicit constructions (Q701681) (← links)
- From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order (Q719087) (← links)
- A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet (Q965085) (← links)
- A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion (Q1039155) (← links)
- Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order (Q1945283) (← links)
- A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet (Q2654728) (← links)
- Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks (Q2908748) (← links)
- IDT processes and associated Lévy processes with explicit constructions (Q5410823) (← links)
- MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS (Q5414168) (← links)
