General Wald-type identities for exchangeable sequences and processes

DOI10.1007/BF01845699zbMath0661.60057MaRDI QIDQ1113186

Olav Kallenberg

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Lévy process; moment conditions; ergodic exchangeable process; invariance properties of exchangeable sequences; predictable transformations; Wald-type identities

Mathematics Subject Classification ID

60G09: Exchangeability for stochastic processes

Related Items

A path decomposition for Lévy processes, Random time change and an integral representation for marked stopping times, Some time change representations of stable integrals, via predictable transformations of local martingales

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