scientific article; zbMATH DE number 2058883

zbMATH Open1035.60031MaRDI QIDQ4455438FDOQ4455438

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

Publication date: 16 March 2004

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

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• scientific article; zbMATH DE number 4092484

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)

Cited In (5)

• Semimartingale decomposition of the logarithm of likelihood ratio for counting process
• The semimartingale decomposition of one-dimensional quasidiffusions with natural scale
• Properties of the local density process for general semimartingales
• Semimartingale decomposition of the logarithm of local density processes
• Semimartingale representation of the logarithm of density processes

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