Levy functionals and jump process martingales

DOI10.1016/0022-247X(77)90251-7zbMATH Open0349.60083MaRDI QIDQ1234965FDOQ1234965

Authors: Robert J. Elliott 

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

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Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Double martingales
• On Square Integrable Martingales
• Martingales on Jump Processes. I: Representation Results
• The Representation of Martingales of Jump Processes
• Stochastic integrals for martingales of a jump process with partially accessible jump times
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (11)

• Pure-jump semimartingales
• Optimal control of a jump process
• Lévy processes in finance: A remedy to the non-stationarity of continuous martingales
• Functional estimation for Lévy measures of semimartingales with Poissonian jumps
• Title not available (Why is that?)
• Title not available (Why is that?)
• Innovation projections of a jump process and local martingales
• Martingale representations for functionals of Lévy processes
• Lévy processes, polynomials and martingales
• Title not available (Why is that?)
• On a martingale representation theorem of m. h. a. davis-a markovian approach

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