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1Pak, Andrey

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1laglad processes
1optional martingales
1optional semimartingales

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1Graduate and Postdoctoral Studies (GPS), Faculty of
1Graduate and Postdoctoral Studies (GPS), Faculty of/Theses and Dissertations

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1English

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1Thesis

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1Department of Mathematical and Statistical Sciences

Supervisors

1Melnikov, Alexander (Department of Mathematical and Statistical Sciences)

Optional Processes and their Applications in Mathematical Finance, Risk Theory and Statistics
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Fall 2021

Pak, Andrey

This thesis is dedicated to the study of the general class of random processes, called optional processes, and their various applications in Mathematical Finance, Risk Theory, and Statistics. First, different versions of a comparison theorem and a uniqueness theorem for a general class of...

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Optional Processes and their Applications in Mathematical Finance, Risk Theory and Statistics