Pages that link to "Item:Q4057903"
From MaRDI portal
The following pages link to The martingale theory of jump processes (Q4057903):
Displaying 4 items.
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- Reduced stochastic equations of the nonlinear filtering of random processes (Q1238547) (← links)
- Modelling and estimation of traffic flow—a martingale approach (Q3875802) (← links)
- Weak convergence of stochastic integrals related to counting processes (Q4107714) (← links)
