scientific article; zbMATH DE number 3858079

MaRDI QIDQ3326520zbMATH OpenFDO

Authors Jean Jacod

Publication date 1984

Full work available at URL http://www.numdam.org/item?id=SPS_1984__18__91_0, https://eudml.org/doc/113504

zbMATH Keywords

cadlag processquasicontinuous semimartingales

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Martingales with continuous parameter (60G44) Markov processes (60J99)

Cited in

(11)

• Inequalities for tails of adapted processes with an application to Wald's lemma
• Local characteristics and tangency of vector-valued martingales
• The fourth characteristic of a semimartingale
• Are fractional Brownian motions predictable?
• A formula for the generalized density process of the distributions of semimartingales with independent increments
• scientific article; zbMATH DE number 3860105 (Why is no real title available?)
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• scientific article; zbMATH DE number 4007354 (Why is no real title available?)
• scientific article; zbMATH DE number 4007355 (Why is no real title available?)
• Tangential existence and comparison, with applications to single and multiple integration
• Two consistent estimators for the skew Brownian motion

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