Martingales, potentials and exponentials associated with a two-parameter jump process
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Publication:3664177
DOI10.1080/17442508108833189zbMath0516.60094OpenAlexW2021681000MaRDI QIDQ3664177
Robert J. Elliott, Ata N. Al-Hussaini
Publication date: 1981
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508108833189
Radon-Nikodym derivativeconditional expectationsweak martingalessigma fields generated by jump times
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Related Items (4)
Predictable projections for point process filtrations ⋮ The optimal control of a two-parameter jump process ⋮ Filtrations for the two parameter jump process ⋮ Intensity-based inference for planar point processes
Cites Work
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- Stochastic integrals in the plane
- Weak martingales and stochastic integrals in the plane
- Predictable and dual predictable projections of two-parameter stochastic processes
- The Representation of Martingales of Jump Processes
- Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
- Quelques applications de la formule de changement de variables pour les semimartingales
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