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

DOI10.1016/0022-247X(77)90178-0MaRDI QIDQ1243517zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3576490 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• scientific article; zbMATH DE number 3390061 (Why is no real title available?)
• Innovation projections of a jump process and local martingales
• Martingales on Jump Processes. I: Representation Results
• Martingales on Jump Processes. II: Applications
• Quelques applications de la formule de changement de variables pour les semimartingales
• The Representation of Martingales of Jump Processes
• Transformation of local martingales under a change of law

Cited in

(1)

• Optimal control of a jump process

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