Optional Processes
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Publication:5113837
DOI10.1201/9780429442490zbMath1471.60003OpenAlexW3033194416MaRDI QIDQ5113837
Mohamed N. Abdelghani, Alexander V. Melnikov
Publication date: 18 June 2020
Full work available at URL: https://doi.org/10.1201/9780429442490
Financial applications of other theories (91G80) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of stochastic processes (60G05) Actuarial mathematics (91G05)
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On comparison theorem for optional SDEs via local times and applications ⋮ Parameter estimation in optional semimartingale regression models ⋮ On statistical estimation and inferences in optional regression models
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