scientific article; zbMATH DE number 16689

zbMATH Open0738.60037MaRDI QIDQ3973374FDOQ3973374

Shengwu He, Jia-gang Wang

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

absolute continuitycontiguityoptimal stopping problemslocal martingalesconvergence in variationthinning of point processespredictable representation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Continuity and singularity of induced measures (60G30)

Cited In (7)

• Title not available (Why is that?)
• Statistical specification of jumps under semiparametric semimartingale models
• Levy functionals and jump process martingales
• Innovation projections of a jump process and local martingales
• Title not available (Why is that?)
• Title not available (Why is that?)
• Comparison of semimartingales and Lévy processes

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