Structured Dependence between Stochastic Processes

DOI10.1017/9781316650530zbMath1482.60002OpenAlexW4211154974MaRDI QIDQ5110822

Tomasz R. Bielecki, Mariusz Andrzej Niewȩgłowski, Jacek Jakubowski

Publication date: 25 May 2020

Full work available at URL: https://doi.org/10.1017/9781316650530

zbMATH Keywords

stochastic processstructure

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (3)

Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources ⋮ Construction and simulation of generalized multivariate Hawkes processes ⋮ Semimartingales and shrinkage of filtration

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