INDEPENDENCE AMONG RANDOM VARIABLES BETWEEN SEMI-MARTINGALES

DOI10.17654/ADASMAR2015_219_239zbMath1335.60066OpenAlexW2519021107MaRDI QIDQ5744020

Junfeng Shang, Shengxi Wang

Publication date: 9 February 2016

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9124.htm

zbMATH Keywords

Brownian motionPoisson processlocal martingalesItō's formulasemi-martingalespure jump processlocal independence

Mathematics Subject Classification ID

Brownian motion (60J65) Generalizations of martingales (60G48) Stochastic integrals (60H05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integral equations (60H20)

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