Local martingale - PDFSEARCH.IO - Document Search Engine

Local martingale
Results: 33

#	Item
21	Weak and strong no-arbitrage conditions for continuous financial markets arXiv:1302.7192v2 [q-fin.PR] 14 May[removed]Claudio Fontana Add to Reading List Source URL: arxiv.org Language: English - Date: 2014-05-14 20:27:03 Stochastic processes Mathematical finance Martingale No free lunch with vanishing risk Semimartingale Local martingale Risk-neutral measure Doléans-Dade exponential Continuous function Statistics Martingale theory Probability theory
22	FRAGILITY OF ARBITRAGE AND BUBBLES IN DIFFUSION MODELS Paolo Guasoni, Dublin City University and Boston University ´ Mikl´os Rasonyi, University of Edinburgh Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-01-21 14:52:23 Probability theory Martingale Semimartingale Risk-neutral measure Local martingale Brownian motion Stopping time Wiener process Quadratic variation Statistics Stochastic processes Martingale theory
23	Lecture Notes on Stochastic Calculus (Part II) Fabrizio Gelsomino, Olivier L´evˆeque, EPFL July 21, 2009 Contents 1 Stochastic integrals Add to Reading List Source URL: lthiwww.epfl.ch Language: English - Date: 2012-01-19 04:53:44 Stochastic processes Itō calculus Quadratic variation Wiener process Semimartingale Martingale Local martingale Girsanov theorem Hardy space Statistics Probability theory Martingale theory
24	© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Chapter 1 Add to Reading List Source URL: press.princeton.edu Language: English - Date: 2014-04-24 14:50:57 Semimartingale Wiener process Brownian motion Quadratic variation Martingale Stochastic differential equation Stochastic calculus Law Local martingale Statistics Stochastic processes Martingale theory
25	Functional Itˆ o calculus and Applications David-Antoine FOURNIE Supervised by Professor Rama CONT Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2010-05-02 17:44:11 Mathematics Martingale theory Differential calculus Stochastic calculus Semimartingale Functional Generalizations of the derivative Calculus Local martingale Statistics Mathematical analysis Stochastic processes
26	DISCRETIZATION SCHEMES FOR SUBORDINATED PROCESSES CLAUDIO ALBANESE AND ALEXEY KUZNETSOV A BSTRACT. We introduce a new class of continuous time lattices which are suitable for local Levy and stochastic volatility processe Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:24 Stochastic processes Markov chain Fourier transform Martingale Itō diffusion Spectral theory of ordinary differential equations Statistics Mathematical analysis Markov processes
27	1. Introduction The following notes aim to provide a very informal introduction to Stochastic Calculus, and especially to the Itˆ o integral and some of its applications. They owe a great deal to Dan Crisan’s Stochas Add to Reading List Source URL: www.chiark.greenend.org.uk Language: English - Date: 2006-03-07 17:35:45 Martingale Local martingale Semimartingale Quadratic variation Adapted process Continuous stochastic process Girsanov theorem Infinitesimal generator Stochastic differential equation Statistics Stochastic processes Probability theory
28	Central limit theorems and diffusion approximations for multiscale Markov chain models Add to Reading List Source URL: www.math.wisc.edu Language: English - Date: 2014-05-16 12:51:42 Martingale theory Stochastic processes Quadratic variation Martingale Local martingale Distribution Markov chain Central limit theorem Statistics Mathematical analysis Probability theory
29	The filtered martingale problem Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed] Add to Reading List Source URL: www.math.wisc.edu Language: English - Date: 2010-05-24 14:36:18 Probability theory Local martingale Martingale Stopping time Filtering problem Itō diffusion Itō calculus Statistics Stochastic processes Martingale theory
30	Proceedings of the International Congress of Mathematicians Helsinki, 1978 Add to Reading List Source URL: www.mathunion.org Language: English - Date: 2012-04-18 10:39:40 Probability theory Semimartingale Martingale Local martingale Lévy process Integral Stochastic calculus Continuous function Itō calculus Statistics Stochastic processes Martingale theory

UPDATE