Stochastic integrals for martingales of a jump process with partially accessible jump times
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Publication:4089600
DOI10.1007/BF00532546zbMATH Open0325.60055MaRDI QIDQ4089600FDOQ4089600
Cites Work
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- Innovation projections of a jump process and local martingales
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Cited In (10)
- Optimal control of a jump process
- A note on chaotic and predictable representations for Itô-Markov additive processes
- Single jump filtrations and local martingales
- On the predictable representation property of martingales associated with Lévy processes
- Time-dynamic evaluations under non-monotone information generated by marked point processes
- Levy functionals and jump process martingales
- Innovation projections of a jump process and local martingales
- Martingale representation theorem for \(G\)-Brownian motion
- Nonlinear reserving and multiple contract modifications in life insurance
- The predictable representation property of compensated-covariation stable families of martingales
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