Martingales, potentials and exponentials associated with a two-parameter jump process (Q3664177): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/17442508108833189 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2021681000 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integrals in the plane / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Representation of Martingales of Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5658888 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quelques applications de la formule de changement de variables pour les semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3049609 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Predictable and dual predictable projections of two-parameter stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak martingales and stochastic integrals in the plane / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood ratios and transformation of probability associated with two-parameter Wiener processes / rank
 
Normal rank

Latest revision as of 09:45, 14 June 2024

scientific article
Language Label Description Also known as
English
Martingales, potentials and exponentials associated with a two-parameter jump process
scientific article

    Statements

    Martingales, potentials and exponentials associated with a two-parameter jump process (English)
    0 references
    0 references
    0 references
    0 references
    1981
    0 references
    0 references
    weak martingales
    0 references
    sigma fields generated by jump times
    0 references
    conditional expectations
    0 references
    Radon-Nikodym derivative
    0 references
    0 references