scientific article; zbMATH DE number 176098

MaRDI QIDQ4035199zbMATH OpenFDO

Authors Dražen Pantić, Predrag M. Peruničić

Publication date 18 May 1993

zbMATH Keywords

Brownian motionPoisson processrandom evolution processnew martingale characterization

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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