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Joint distributions of generalized integrable increasing processes and their generalized compensators - MaRDI portal

Joint distributions of generalized integrable increasing processes and their generalized compensators (Q6496898)

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scientific article; zbMATH DE number 7842542
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Joint distributions of generalized integrable increasing processes and their generalized compensators
scientific article; zbMATH DE number 7842542

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    Joint distributions of generalized integrable increasing processes and their generalized compensators (English)
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    6 May 2024
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    increasing process
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    compensator
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    terminal distribution
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    Doob-Meyer decomposition
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    Strassen's theorem
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