Exponential Martingales and Changes of Measure for Counting Processes (Q3194568)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential Martingales and Changes of Measure for Counting Processes |
scientific article |
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Exponential Martingales and Changes of Measure for Counting Processes (English)
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20 October 2015
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exponential martingales
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counting processes
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stochastic integral
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uniform integrability
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nonexplosive Hawkes processes
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stochastic intensities
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diffusion processes
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finite-state Markov processes
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