INDEPENDENCE AMONG RANDOM VARIABLES BETWEEN SEMI-MARTINGALES (Q5744020)
From MaRDI portal
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)
0 references
9 February 2016
0 references
semi-martingales
0 references
local martingales
0 references
pure jump process
0 references
local independence
0 references
Itō's formula
0 references
Poisson process
0 references
Brownian motion
0 references
