scientific article

zbMath0754.60045MaRDI QIDQ3979068

Rajeeva L. Karandikar

Publication date: 26 June 1992

Full work available at URL: http://www.numdam.org/item?id=SPS_1991__25__262_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multiplicative decompositioncontinuous local martingalecontinuous process of locally bounded variation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Related Items (8)

Unnamed Item ⋮ Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise ⋮ Short-time behavior of solutions to Lévy-driven stochastic differential equations ⋮ Multivariate generalized Ornstein-Uhlenbeck processes ⋮ Moments of MGOU processes and positive semidefinite matrix processes ⋮ On exponential functionals of Lévy processes ⋮ General matrix-valued inhomogeneous linear stochastic differential equations and applications ⋮ Quasi-shuffle algebras in non-commutative stochastic calculus

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