Martingale characterization of random processes with independent increments
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Publication:1242600
DOI10.1007/BF00968491zbMath0368.60082MaRDI QIDQ1242600
Publication date: 1977
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Related Items (10)
G-stable convergence of semimartingales ⋮ Semimartingales with values in \(R^m_+\) ⋮ Stochastic processes with penetrable boundaries ⋮ Theory of stochastic processes ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Weak convergence of stochastic point processes ⋮ Weak convergence of semimartingales ⋮ Additive Markov processes ⋮ Asymptotics of distributions of martingales ⋮ On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes
Cites Work
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- [https://portal.mardi4nfdi.de/wiki/Publication:4064791 Un th�or�me de repr�sentation pour les martingales discontinues]
- An extension of watanabe's theorem of characterization of poisson processes over the positive real half line
- [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]
- On Square Integrable Martingales
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