Characterization of stochastic processes with conditionally independent increments

DOI10.1007/BF00969787zbMATH Open0363.60060OpenAlexW2037172142MaRDI QIDQ1240481FDOQ1240481

Authors: Bronius Grigelionis 

Publication date: 1976

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00969787

Mathematics Subject Classification ID

Markov processes (60J99)

Cites Work

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• Markov additive processes. I
• Processes with conditional stationary independent increments
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Cited In (5)

• Structure-preserving equivalent martingale measures for \(\mathcal H\)-SII models
• A maximum principle for mean-field SDEs with time change
• Local risk-minimization under Markov-modulated exponential Lévy model
• On stochastic control for time changed Lévy dynamics
• BSDEs driven by time-changed Lévy noises and optimal control

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