60 Probability theory and stochastic processes
60Gxx Stochastic processes (3 articles)
60G44 Martingales with continuous parameter (11 articles)
- : Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients. (English). Kybernetika, vol. 58 (2022), issue 6, pp. 903-959
- : Density estimation via best $L^2$-approximation on classes of step functions. (English). Kybernetika, vol. 53 (2017), issue 2, pp. 198-219
- : Log-optimal investment in the long run with proportional transaction costs when using shadow prices. (English). Kybernetika, vol. 51 (2015), issue 4, pp. 588-628
- : A sharp maximal inequality for continuous martingales and their differential subordinates. (English). Czechoslovak Mathematical Journal, vol. 63 (2013), issue 4, pp. 1001-1018
- : Brownian representations of cylindrical local martingales, martingale problem and strong Markov property of weak solutions of SPDEs in Banach spaces. (English). Czechoslovak Mathematical Journal, vol. 55 (2005), issue 4, pp. 1003-1039
- : A note on weak convergence on martingale measures. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 43 (2002), issue 1, pp. 3-12
- : A note on one-dimensional stochastic equations. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 701-712
- : On the conditional intensity of a random measure. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 35 (1994), issue 1, pp. 103-109
- : Generalization of the Girsanov theorem. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 29 (1988), issue 1, pp. 127-141
- : Martingales et convergence étroite de mesures de probabilité. (French) [Martingales and the weak convergence of probabilistic measures]. Kybernetika, vol. 15 (1979), issue 1, pp. (1)-7
Search
Partner of
