Showing 1 - 20 results of 28 for search '"semimartingale"', query time: 0.07s Refine Results
  1. 1
    Sharp Martingale and Semimartingale Inequalities
    by Osękowski, Adam
    Published 2012
    Table of Contents: “…. Inequalities for orthogonal semimartingales.- 7. Maximal inequalities.- 8. Square function inequalities…”
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  2. 2
    Introduction to Stochastic Calculus
    Table of Contents: “… Integration -- Semimartingales -- Pathwise Formula for the Stochastic Integral -- Continuous Semimartingales…”
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  3. 3
    Continuous Strong Markov Processes in Dimension One A Stochastic Calculus Approach /
    Table of Contents: “… additive functionals and time change of strong Markov processes -- Semimartingale decomposition…”
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  4. 4
    Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures /
    by Yen, Ju-Yi, Yor, Marc
    Published 2013
    Table of Contents: “…Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths…”
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  5. 5
    Introduction to Stochastic Finance
    by Yan, Jia-An, Yan, Jia-An
    Published 2018
    Table of Contents: “… in Diffusion Models -- Static Risk Measures -- Stochastic Calculus and Semimartingale Model -- Optimal…”
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  6. 6
    Brownian Motion, Martingales, and Stochastic Calculus
    by Le Gall, Jean-François
    Published 2016
    Table of Contents: “… -- Continuous semimartingales -- Stochastic integration -- General theory of Markov processes -- Brownian motion…”
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  7. 7
    Exponential Families of Stochastic Processes
    by Küchler, Uwe, Sørensen, Michael
    Published 1997
    Table of Contents: “… -- The Semimartingale Approach -- Alternative Definitions.…”
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  8. 8
    Directed Polymers in Random Environments École d'Été de Probabilités de Saint-Flour XLVI – 2016 /
    by Comets, Francis
    Published 2017
    Table of Contents: “… region -- 4 Lattice versus tree -- 5 Semimartingale approach and localization transition -- 6 Log-Gamma…”
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  9. 9
    Enlargement of Filtration with Finance in View
    by Aksamit, Anna, Jeanblanc, Monique
    Published 2017
    Table of Contents: “…Theory of Stochastic Processes -- Semimartingales -- Change of probability and Girsanov’s Theorem…”
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  10. 10
    Mathematical Finance
    Table of Contents: “… -- Stochastic Integration -- Semimartingale Characteristics -- Markov Processes -- Affine and Polynomial…”
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  11. 11
    Stochastic Calculus and Applications
    Table of Contents: “… and Semimartingales -- The Stochastic Integral -- Random Measures -- Part IV: Stochastic Differential Equations -- Ito…”
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  12. 12
    Foundations of Modern Probability
    by Kallenberg, Olav
    Published 1997
    Table of Contents: “… -- Predictability, Compensation, and Excessive Functions -- Semimartingales and General Stochastic Integration.…”
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  13. 13
    Optimality and Risk - Modern Trends in Mathematical Finance The Kabanov Festschrift.
    Published 2010
    Table of Contents: “… Functions -- Exponential Utility Indifference Valuation in a General Semimartingale Model -- The Expected…”
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  14. 14
    Stochastic Finance
    Published 2006
    Table of Contents: “… General Semimartingale Market under Constrained Trading -- Extremal behavior of stochastic volatility…”
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  15. 15
    Lectures on Probability Theory and Statistics Ecole d'Ete de Probabilites de Saint-Flour XXVIII - 1998 /
    Table of Contents: “…Variétés, vecteurs, covecteurs, diffuseurs, codiffuseurs -- Semimartingales dans une variété et…”
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  16. 16
    Discretization of Processes
    by Jacod, Jean, Protter, Philip
    Published 2012
    Table of Contents: “….Irregular Discretization Schemes. 15.Higher Order Limit Theorems -- 16.Semimartingales Contaminated by Noise…”
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  17. 17
    Parameter Estimation in Stochastic Differential Equations
    by Bishwal, Jaya P. N.
    Published 2008
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  18. 18
    Séminaire de Probabilités XLIV
    Published 2012
    Table of Contents: “… equations -- Quadratic Semimartingale BSDEs Under an Exponential Moments Condition -- The derivative…”
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  19. 19
    Stochastic Calculus for Fractional Brownian Motion and Applications
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  20. 20
    In Memoriam Paul-André Meyer Séminaire de Probabilités XXXIX /
    Published 2006
    Table of Contents: “… -- Stochastic Integration with Respect to a Sequence of Semimartingales -- On Almost Sure Convergence Results…”
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