scientific article; zbMATH DE number 2058883

MaRDI QIDQ4455438zbMATH OpenFDO

Authors Yu. N. Lin'kov, Oksana A. Nikolaeva

Publication date 16 March 2004

zbMATH Keywords

semimartingalelaw of large numberspredictable characteristicslocal density process

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Limit theorems in probability theory (60F99) Martingales and classical analysis (60G46)

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• Semimartingale representation of the logarithm of density processes
• Semimartingale decomposition of the logarithm of local density processes
• The semimartingale decomposition of one-dimensional quasidiffusions with natural scale

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