General Wald-type identities for exchangeable sequences and processes

DOI10.1007/BF01845699zbMath0661.60057MaRDI QIDQ1113186

Olav Kallenberg

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Lévy processmoment conditionsergodic exchangeable processinvariance properties of exchangeable sequencespredictable transformationsWald-type identities

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09)

Related Items

Random time change and an integral representation for marked stopping times, Some time change representations of stable integrals, via predictable transformations of local martingales, A path decomposition for Lévy processes

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