Levy systems and absolutely continuous changes of measure for a jump process

DOI10.1016/0022-247X(77)90178-0zbMATH Open0371.60064OpenAlexW2065306680MaRDI QIDQ1243517FDOQ1243517

Authors: Robert J. Elliott 

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1016/0022-247x(77)90178-0

Mathematics Subject Classification ID

Stochastic processes (60G99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Quelques applications de la formule de changement de variables pour les semimartingales
• Martingales on Jump Processes. II: Applications
• Martingales on Jump Processes. I: Representation Results
• The Representation of Martingales of Jump Processes
• Transformation of local martingales under a change of law
• Innovation projections of a jump process and local martingales
• Title not available (Why is that?)

Cited In (1)

• Optimal control of a jump process

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