Characterization of stochastic processes with conditionally independent increments

DOI10.1007/BF00969787MaRDI QIDQ1240481zbMATH OpenOpenAlexFDO

Authors Bronius Grigelionis

Publication date 1976

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00969787

Mathematics Subject Classification ID

Markov processes (60J99)

Cites work

• scientific article; zbMATH DE number 3114766 (Why is no real title available?)
• scientific article; zbMATH DE number 3519663 (Why is no real title available?)
• scientific article; zbMATH DE number 3334738 (Why is no real title available?)
• scientific article; zbMATH DE number 3338223 (Why is no real title available?)
• scientific article; zbMATH DE number 3379923 (Why is no real title available?)
• Markov additive processes. I
• Processes with conditional stationary independent increments

Cited in

(5)

• Structure-preserving equivalent martingale measures for \(\mathcal H\)-SII models
• A maximum principle for mean-field SDEs with time change
• Local risk-minimization under Markov-modulated exponential Lévy model
• On stochastic control for time changed Lévy dynamics
• BSDEs driven by time-changed Lévy noises and optimal control

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