The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (Q5242512): Difference between revisions

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Latest revision as of 11:20, 16 December 2024

scientific article; zbMATH DE number 7128521
Language Label Description Also known as
English
The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator
scientific article; zbMATH DE number 7128521

    Statements

    The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (English)
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    12 November 2019
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    increasing process
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    time-change
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    comonotonicity
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    compensator
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    nonnegative submartingale
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    Doob-Meyer decomposition
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    Identifiers

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