Martingale characterization of random processes with independent increments

DOI10.1007/BF00968491MaRDI QIDQ1242600zbMATH OpenFDO

Authors Bronius Grigelionis

Publication date 1977

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

Full work available at URL https://doi.org/10.1007/BF00968491

Mathematics Subject Classification ID

Markov processes (60J99)

Cites work

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Cited in

(10)

• Asymptotics of distributions of martingales
• G-stable convergence of semimartingales
• Semimartingales with values in R^m_+
• Stochastic processes with penetrable boundaries
• Theory of stochastic processes
• Weak convergence of stochastic point processes
• Additive Markov processes
• Local characteristics and tangency of vector-valued martingales
• On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes
• Weak convergence of semimartingales

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