Martingales: Recent Developments, Results and Applications
DOI10.2307/1402605zbMATH Open0478.60062OpenAlexW2323626928MaRDI QIDQ3935965FDOQ3935965
Authors: Albert N. Shiryaev 
Publication date: 1981
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1402605
semimartingalefunctional limit theorempredictabilitystrong and weak solutionlocal absolute continuity
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
Cited In (21)
- A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model
- Testing for jumps when asset prices are observed with noise -- a ``swap variance approach
- Lifetesting and estimation with arbitrary distribution function
- Optimal locally absolutely continuous change of measure. finite set of decisions. part i
- Decompositions of semimartingales on \({\mathcal S}'\)
- On the asymptotic permutational normality of certain weighted measures of correlation
- On combining quasi-likelihood estimating functions
- Strong approximations of semimartingales by processes with independent increments
- Quasi-likelihood estimation for semimartingales
- Poisson's equation for queues driven by a Markovian marked point process
- On the use of semimartingales and stochastic integrals to model continuous trading
- Inference for stochastic neuronal models
- Inference for stochastic neuronal models
- On Bayesian nonparametric estimation for stochastic processes
- Infinite-dimensional diffusion processes as Gibbs measures on \(C[0,1]^{Z^ d}\)
- New developments in inference for temporal stochastic processes
- Optimal estimation for semimartingale neuronal models
- Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems
- The martingale method: Introductory sketch and access to the literature
- Risk measurement in semimartingale models with multiple consumption goods
- Limit theorems for reflected Ornstein-Uhlenbeck processes
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