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MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES - MaRDI portal

MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES (Q5088806)

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scientific article; zbMATH DE number 7556295
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English
MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES
scientific article; zbMATH DE number 7556295

    Statements

    title
    MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES (English)
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    author
    Barbara Torti
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    Antonella Calzolari
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    publication date
    13 July 2022
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    zbMATH Keywords
    semi-martingales
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    predictable representations property
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    enlargement of filtration
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    marked point processes
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    random measures
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    cites work
    Q3957683
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    Q4274285
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    Q4778955
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    Q4936390
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    Q4115872
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    Identifiers

    zbMATH DE Number
    7556295
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    arXiv ID
    2107.04087
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    OpenAlex ID
    W3181304782
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