Image de couverture de livre

On the representation property for 1D general diffusion semimartingales

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Criens, David, Urusov, Mikhail
Format:	Preprint
Publié:	2024
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

On weak notions of no-arbitrage in a 1D general diffusion market with interest rates
par: Anagnostakis, Alexis, et autres
Publié: (2025)

On the structure of increasing profits in a 1D general diffusion market with interest rates
par: Anagnostakis, Alexis, et autres
Publié: (2025)

No arbitrage and the existence of ACLMMs in general diffusion models
par: Criens, David, et autres
Publié: (2024)

Criteria for the absence of arbitrage in general diffusion markets
par: Criens, David, et autres
Publié: (2023)

Separating Times for One-Dimensional General Diffusions
par: Criens, David, et autres
Publié: (2022)

Stochastic optimal control problems with measurable coefficients and $L_d$-drift
par: Criens, David
Publié: (2024)

Robust Market Convergence: From Discrete to Continuous Time
par: Criens, David
Publié: (2024)

A limit theory for controlled McKean-Vlasov SPDEs
par: Criens, David
Publié: (2023)

Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs
par: Criens, David, et autres
Publié: (2023)

Asymptotic properties of functionals of increments of a continuous semimartingale with stochastic sampling times
par: Levine, Michael, et autres
Publié: (2016)

Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework
par: Ackermann, Julia, et autres
Publié: (2025)

A $C^1$-Itô's formula for flows of semimartingale distributions
par: Bouchard, Bruno, et autres
Publié: (2023)

No arbitrage and multiplicative special semimartingales
par: Platen, Eckhard, et autres
Publié: (2020)

Ito's formula for flows of conditional measures on semimartingales
par: Guo, Xin, et autres
Publié: (2024)

Markovian projections for Itô semimartingales with jumps
par: Larsson, Martin, et autres
Publié: (2024)

Rate-optimal estimation of mixed semimartingales
par: Chong, Carsten H., et autres
Publié: (2022)

Markovian projections for functionals of Itô semimartingales with jumps
par: Larsson, Martin, et autres
Publié: (2025)

A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
par: Przybyłowicz, Paweł, et autres
Publié: (2022)

Bregman variation of semimartingales
par: Bogdan, Krzysztof, et autres
Publié: (2024)

Itô-Wentzell formulas for semimartingale conditional laws with applications to mean-field control
par: Touzi, Nizar, et autres
Publié: (2025)

Itô-Wentzell-Lions formulae for flows of full and conditional measures on semimartingales
par: Jisheng, Liu, et autres
Publié: (2025)

Notes on stochastic integration theory with respect to càdlàg semimartingales and a brief introduction to Lévy processes
par: Bosch, Mark van den
Publié: (2024)

Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale
par: Klimsiak, Tomasz, et autres
Publié: (2024)

Representation Theorems for Convex Expectations and Semigroups on Path Space
par: Criens, David, et autres
Publié: (2025)

Real-world models for multiple term structures: a unifying HJM semimartingale framework
par: Fontana, Claudio, et autres
Publié: (2024)

Horizontal $Δ$-semimartingales on orthonormal frame bundles
par: Okazaki, Fumiya
Publié: (2021)

Itō and Itō-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach
par: Fadle, Assil, et autres
Publié: (2024)

SVI solutions to stochastic nonlinear diffusion equations on general measure spaces
par: Gess, Benjamin, et autres
Publié: (2024)

Branching diffusion processes and spectral properties of Feynman-Kac semigroup
par: Collet, Pierre, et autres
Publié: (2024)

Stochastic billiards with Markovian reflections in generalized parabolic domains
par: da Costa, Conrado, et autres
Publié: (2021)

On Loewner chains driven by semimartingales and complex Bessel-type SDEs
par: Margarint, Vlad, et autres
Publié: (2021)

Heavy traffic limit with discontinuous coefficients via a non-standard semimartingale decomposition
par: Atar, Rami, et autres
Publié: (2025)

Diffusion limits in the quarter plane and non-semimartingale reflected Brownian motion
par: Atar, Rami, et autres
Publié: (2024)

Derivation of non-polynomial fractional diffusions from the generalized exclusion with a slow barrier
par: Cardoso, Pedro, et autres
Publié: (2024)

Entropy production rate and time-reversibility for general jump diffusions on $\mathbb{R}^n$
par: Zhang, Qi, et autres
Publié: (2025)

Exotic B-series representation of the Feller semigroup for Itô diffusions and the MSR path integral
par: Bonicelli, Alberto
Publié: (2025)

The Brenier-Schrödinger problem with respect to Feller semimartingales and non-local Hamilton-Jacobi-Bellman equations
par: Herry, Ronan, et autres
Publié: (2024)

On expected signatures and signature cumulants in semimartingale models
par: Friz, Peter K., et autres
Publié: (2024)

Dirichlet heat kernel estimates of subordinate diffusion processes with diffusive components in $C^{1, α}$ open sets
par: Wang, Jie-Ming
Publié: (2024)

Multiple Poisson-Dirichlet diffusions on generalized Kingman simplices
par: Costantini, Cristina, et autres
Publié: (2026)