Integration by parts for the single jump process
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Publication:1186639
DOI10.1016/0167-7152(91)90023-KzbMath0749.60044MaRDI QIDQ1186639
Robert J. Elliott, Allanus H. Tsoi
Publication date: 28 June 1992
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
Partial mixing and Edgeworth expansion ⋮ Integration by parts for two–parameter single jump process ⋮ Existence ofdensities for functionals of the single jump process ⋮ Integration by parts and martingale representation for a Markov chain ⋮ Differentiable measures and the Malliavin calculus ⋮ Integration by parts for a Lie group valued Brownian motion
Cites Work
- [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
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