Study of Dependence for Some Stochastic Processes
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Publication:3518313
DOI10.1080/07362990802128958zbMath1157.60312MaRDI QIDQ3518313
Tomasz R. Bielecki, Jacek Jakubowski, Andrea Vidozzi, Luca Vidozzi
Publication date: 7 August 2008
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990802128958
copula; stochastic processes; point processes; diffusion processes; dependence; Poisson random measures; compensators
60J25: Continuous-time Markov processes on general state spaces
60G44: Martingales with continuous parameter
60J60: Diffusion processes
60J27: Continuous-time Markov processes on discrete state spaces
60G05: Foundations of stochastic processes
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