scientific article; zbMATH DE number 4092484

MaRDI QIDQ3819785zbMATH OpenFDO

Authors Yu. N. Lin'kov

Publication date 1985

zbMATH Keywords

semimartingaleslocal absolute continuity

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Random measures (60G57) Martingales with continuous parameter (60G44) Continuity and singularity of induced measures (60G30)

Recommendations

• scientific article; zbMATH DE number 4131356
• Properties of the local density process for general semimartingales
• Semimartingale decomposition of the logarithm of local density processes
• scientific article; zbMATH DE number 4076316
• Semimartingale representation of the logarithm of density processes

Cited in

(9)

• Relations between triplets of local characteristics of semimartingales
• scientific article; zbMATH DE number 4076316 (Why is no real title available?)
• scientific article; zbMATH DE number 4069940 (Why is no real title available?)
• Properties of the local density process for general semimartingales
• scientific article; zbMATH DE number 2058883 (Why is no real title available?)
• Asymptotic properties of local densities of measures generated by semimartingales
• Semimartingale representation of the logarithm of density processes
• Semimartingale decomposition of the logarithm of local density processes
• scientific article; zbMATH DE number 4131356 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3819785)