Saved in:
| Main Authors: | Criens, David, Urusov, Mikhail |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2406.08109 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
On weak notions of no-arbitrage in a 1D general diffusion market with interest rates
by: Anagnostakis, Alexis, et al.
Published: (2025)
by: Anagnostakis, Alexis, et al.
Published: (2025)
On the structure of increasing profits in a 1D general diffusion market with interest rates
by: Anagnostakis, Alexis, et al.
Published: (2025)
by: Anagnostakis, Alexis, et al.
Published: (2025)
No arbitrage and the existence of ACLMMs in general diffusion models
by: Criens, David, et al.
Published: (2024)
by: Criens, David, et al.
Published: (2024)
Criteria for the absence of arbitrage in general diffusion markets
by: Criens, David, et al.
Published: (2023)
by: Criens, David, et al.
Published: (2023)
Separating Times for One-Dimensional General Diffusions
by: Criens, David, et al.
Published: (2022)
by: Criens, David, et al.
Published: (2022)
Stochastic optimal control problems with measurable coefficients and $L_d$-drift
by: Criens, David
Published: (2024)
by: Criens, David
Published: (2024)
Robust Market Convergence: From Discrete to Continuous Time
by: Criens, David
Published: (2024)
by: Criens, David
Published: (2024)
A limit theory for controlled McKean-Vlasov SPDEs
by: Criens, David
Published: (2023)
by: Criens, David
Published: (2023)
Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs
by: Criens, David, et al.
Published: (2023)
by: Criens, David, et al.
Published: (2023)
Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework
by: Ackermann, Julia, et al.
Published: (2025)
by: Ackermann, Julia, et al.
Published: (2025)
Asymptotic properties of functionals of increments of a continuous semimartingale with stochastic sampling times
by: Levine, Michael, et al.
Published: (2016)
by: Levine, Michael, et al.
Published: (2016)
No arbitrage and multiplicative special semimartingales
by: Platen, Eckhard, et al.
Published: (2020)
by: Platen, Eckhard, et al.
Published: (2020)
A $C^1$-Itô's formula for flows of semimartingale distributions
by: Bouchard, Bruno, et al.
Published: (2023)
by: Bouchard, Bruno, et al.
Published: (2023)
Ito's formula for flows of conditional measures on semimartingales
by: Guo, Xin, et al.
Published: (2024)
by: Guo, Xin, et al.
Published: (2024)
Markovian projections for Itô semimartingales with jumps
by: Larsson, Martin, et al.
Published: (2024)
by: Larsson, Martin, et al.
Published: (2024)
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
by: Przybyłowicz, Paweł, et al.
Published: (2022)
by: Przybyłowicz, Paweł, et al.
Published: (2022)
Rate-optimal estimation of mixed semimartingales
by: Chong, Carsten H., et al.
Published: (2022)
by: Chong, Carsten H., et al.
Published: (2022)
Markovian projections for functionals of Itô semimartingales with jumps
by: Larsson, Martin, et al.
Published: (2025)
by: Larsson, Martin, et al.
Published: (2025)
Bregman variation of semimartingales
by: Bogdan, Krzysztof, et al.
Published: (2024)
by: Bogdan, Krzysztof, et al.
Published: (2024)
Representation Theorems for Convex Expectations and Semigroups on Path Space
by: Criens, David, et al.
Published: (2025)
by: Criens, David, et al.
Published: (2025)
Itô-Wentzell formulas for semimartingale conditional laws with applications to mean-field control
by: Touzi, Nizar, et al.
Published: (2025)
by: Touzi, Nizar, et al.
Published: (2025)
Itô-Wentzell-Lions formulae for flows of full and conditional measures on semimartingales
by: Jisheng, Liu, et al.
Published: (2025)
by: Jisheng, Liu, et al.
Published: (2025)
Notes on stochastic integration theory with respect to càdlàg semimartingales and a brief introduction to Lévy processes
by: Bosch, Mark van den
Published: (2024)
by: Bosch, Mark van den
Published: (2024)
Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale
by: Klimsiak, Tomasz, et al.
Published: (2024)
by: Klimsiak, Tomasz, et al.
Published: (2024)
Horizontal $Δ$-semimartingales on orthonormal frame bundles
by: Okazaki, Fumiya
Published: (2021)
by: Okazaki, Fumiya
Published: (2021)
Real-world models for multiple term structures: a unifying HJM semimartingale framework
by: Fontana, Claudio, et al.
Published: (2024)
by: Fontana, Claudio, et al.
Published: (2024)
Itō and Itō-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach
by: Fadle, Assil, et al.
Published: (2024)
by: Fadle, Assil, et al.
Published: (2024)
On Loewner chains driven by semimartingales and complex Bessel-type SDEs
by: Margarint, Vlad, et al.
Published: (2021)
by: Margarint, Vlad, et al.
Published: (2021)
Diffusion limits in the quarter plane and non-semimartingale reflected Brownian motion
by: Atar, Rami, et al.
Published: (2024)
by: Atar, Rami, et al.
Published: (2024)
Heavy traffic limit with discontinuous coefficients via a non-standard semimartingale decomposition
by: Atar, Rami, et al.
Published: (2025)
by: Atar, Rami, et al.
Published: (2025)
SVI solutions to stochastic nonlinear diffusion equations on general measure spaces
by: Gess, Benjamin, et al.
Published: (2024)
by: Gess, Benjamin, et al.
Published: (2024)
Stochastic billiards with Markovian reflections in generalized parabolic domains
by: da Costa, Conrado, et al.
Published: (2021)
by: da Costa, Conrado, et al.
Published: (2021)
On expected signatures and signature cumulants in semimartingale models
by: Friz, Peter K., et al.
Published: (2024)
by: Friz, Peter K., et al.
Published: (2024)
Branching diffusion processes and spectral properties of Feynman-Kac semigroup
by: Collet, Pierre, et al.
Published: (2024)
by: Collet, Pierre, et al.
Published: (2024)
The Brenier-Schrödinger problem with respect to Feller semimartingales and non-local Hamilton-Jacobi-Bellman equations
by: Herry, Ronan, et al.
Published: (2024)
by: Herry, Ronan, et al.
Published: (2024)
Exotic B-series representation of the Feller semigroup for Itô diffusions and the MSR path integral
by: Bonicelli, Alberto
Published: (2025)
by: Bonicelli, Alberto
Published: (2025)
Derivation of non-polynomial fractional diffusions from the generalized exclusion with a slow barrier
by: Cardoso, Pedro, et al.
Published: (2024)
by: Cardoso, Pedro, et al.
Published: (2024)
Entropy production rate and time-reversibility for general jump diffusions on $\mathbb{R}^n$
by: Zhang, Qi, et al.
Published: (2025)
by: Zhang, Qi, et al.
Published: (2025)
Multiple Poisson-Dirichlet diffusions on generalized Kingman simplices
by: Costantini, Cristina, et al.
Published: (2026)
by: Costantini, Cristina, et al.
Published: (2026)
Dirichlet heat kernel estimates of subordinate diffusion processes with diffusive components in $C^{1, α}$ open sets
by: Wang, Jie-Ming
Published: (2024)
by: Wang, Jie-Ming
Published: (2024)
Similar Items
-
On weak notions of no-arbitrage in a 1D general diffusion market with interest rates
by: Anagnostakis, Alexis, et al.
Published: (2025) -
On the structure of increasing profits in a 1D general diffusion market with interest rates
by: Anagnostakis, Alexis, et al.
Published: (2025) -
No arbitrage and the existence of ACLMMs in general diffusion models
by: Criens, David, et al.
Published: (2024) -
Criteria for the absence of arbitrage in general diffusion markets
by: Criens, David, et al.
Published: (2023) -
Separating Times for One-Dimensional General Diffusions
by: Criens, David, et al.
Published: (2022)