The exponential space of an \(L^ 2\)-stochastic process with independent increments
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Publication:1104636
DOI10.1016/0167-7152(88)90101-0zbMath0647.60055MaRDI QIDQ1104636
Publication date: 1988
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(88)90101-0
60G42: Martingales with discrete parameter
60H05: Stochastic integrals
60G57: Random measures
60J99: Markov processes
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