Levy functionals and jump process martingales

DOI10.1016/0022-247X(77)90251-7MaRDI QIDQ1234965zbMATH OpenFDO

Authors Robert J. Elliott

Publication date 1977

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

Mathematics Subject Classification ID

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• Double martingales
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• The Representation of Martingales of Jump Processes

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• Lévy processes in finance: A remedy to the non-stationarity of continuous martingales
• Pure-jump semimartingales
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