Exponential martingales and changes of measure for counting processes (Q3194568)
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scientific article; zbMATH DE number 6496696
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| English | Exponential martingales and changes of measure for counting processes |
scientific article; zbMATH DE number 6496696 |
Statements
Exponential Martingales and Changes of Measure for Counting Processes (English)
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20 October 2015
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exponential martingales
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counting processes
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stochastic integral
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uniform integrability
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nonexplosive Hawkes processes
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stochastic intensities
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diffusion processes
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finite-state Markov processes
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0.7742100358009338
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0.7731044292449951
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0.7568719387054443
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0.750870406627655
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