Optional Semimartingales and Processes with Independent Increments

DOI10.1137/1129039zbMath0557.60035OpenAlexW2040323057MaRDI QIDQ3221118

Leonid I. Galtchouk

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129039

zbMATH Keywords

semimartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Markov processes (60J99)

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