INDEPENDENCE AMONG RANDOM VARIABLES BETWEEN SEMI-MARTINGALES (Q5744020)
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scientific article; zbMATH DE number 6540480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INDEPENDENCE AMONG RANDOM VARIABLES BETWEEN SEMI-MARTINGALES |
scientific article; zbMATH DE number 6540480 |
Statements
INDEPENDENCE AMONG RANDOM VARIABLES BETWEEN SEMI-MARTINGALES (English)
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9 February 2016
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semi-martingales
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local martingales
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pure jump process
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local independence
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Itō's formula
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Poisson process
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Brownian motion
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