Results 181 to 190 of about 66,313 (214)

Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients

Journal of Functional Analysis, 2008
Alessio Figalli
exaly  

Orlicz-Lorentz Hardy martingale spaces

Journal of Mathematical Analysis and Applications, 2020
Zhiwei Hao, Libo Li
exaly  

Fractional Integral on Martingale Hardy Spaces With Variable Exponents

Fractional Calculus and Applied Analysis, 2015
Zhiwei Hao
exaly  

Martingale

1977
Peter Gänssler, Winfried Stute
openaire   +1 more source

Esscher transforms and the minimal entropy martingale measure for exponential Lévy models

Quantitative Finance, 2006
Friedrich Hubalek, Carlo Sgarra
exaly  

Martingale Inequalities and NP-Complete Problems

Mathematics of Operations Research, 1987
Michel Talagrand
exaly  

Tests of the martingale hypothesis for foreign currency futures with time-varying volatility

International Journal of Forecasting, 1987
Thomas H Mccurdy
exaly  

ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS

Mathematical Finance, 2017
Carole Bernard
exaly  

Doob's inequality, Burkholder-Gundy inequality and martingale transforms on martingale Morrey spaces

Acta Mathematica Scientia, 2018
Kwok-Pun Ho
exaly  

Martingales

2018
openaire   +1 more source