Study of Dependence for Some Stochastic Processes

DOI10.1080/07362990802128958zbMath1157.60312OpenAlexW2066909855MaRDI QIDQ3518313

Tomasz R. Bielecki, Luca Vidozzi, Andrea Vidozzi, Jacek Jakubowski

Publication date: 7 August 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802128958

zbMATH Keywords

copulastochastic processespoint processesdiffusion processesdependencePoisson random measurescompensators

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27) Foundations of stochastic processes (60G05)

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Cites Work

• Copulae of probability measures on product spaces
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