SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A short proof of a martingale representation result
6 references·0 citing·25 second hop
A short proof of a martingale representation result (1988)A short proof of a martingale representat…Stochastic Calculus and Applications. (1986)Stochastic Calculus and Appli…Stochastic Calculus and Applications. (1984)Stochastic Calculus and Appli…STOCHASTIC CALCULUS AND APPLICATIONS (1983)STOCHASTIC CALCULUS AND APPLI…On the integral representation of functionals of ltd processest (1980)On the integral representatio…Functionals of diffusion processes as stochastic integrals (1980)Functionals of diffusion proc…The Representation of Functionals of Brownian Motion by Stochastic Integrals (1970)The Representation of Functio…Multiple Wiener Integral (1951)On stochastic differential equations (1951)On Square Integrable Martingales (1967)Martingales and stochastic integrals in the theory of continuous trading (1981)Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (1991)Stochastic Differential Utility (1992)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)On the uniqueness of solutions of stochastic differential equations (1971)Necessary Conditions for Continuous Parameter Stochastic Optimization Problems (1972)Generalized multiple stochastic integrals and the representation of wiener functionals (1988)Solving forward-backward stochastic differential equations explicitly — a four step scheme (1994)Differentiable measures and the Malliavin calculus (1997)Stochastic Differential Equations (1974)Stochastic Differential Equations (1975)Option hedging for semimartingales (1991)A guide to the stochastic calculus of variations (2006)Martingale Representation and All That (2006)Pricing the risks of default (1998)Incomplete information equilibria: Separation theorems and other myths (2006)Existence, uniqueness and comparisons for BSDEs in general spaces (2012)Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models (1984)Arbitrage Theory in Continuous Time (1998)Arbitrage Theory in Continuous Time (2004)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Backward Stochastic Differential Equations in Finance (1997)
this work references cited by second hop

References

  • 1986Stochastic Calculus and Applications.686 cited
  • 1983STOCHASTIC CALCULUS AND APPLICATIONS491 cited
  • 1970The Representation of Functionals of Brownian Motion by Stochastic Integrals233 cited
  • 1984Stochastic Calculus and Applications.79 cited
  • 1980On the integral representation of functionals of ltd processest70 cited
  • 1980Functionals of diffusion processes as stochastic integrals40 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work