Semimartingales with values in \(R^m_+\)

DOI10.1007/BF00970607zbMath0431.60049MaRDI QIDQ1138297

Bronius Grigelionis, Remigijus Mikulevičius

Publication date: 1980

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

semimartingaleslocal martingales

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

Cites Work

• Martingale characterization of random processes with independent increments
• On uniqueness of solutions of the martingale problem
• [https://portal.mardi4nfdi.de/wiki/Publication:4064791 Un th�or�me de repr�sentation pour les martingales discontinues]
• [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]
• Sous-espaces stables de martingales
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Semimartingales with values in \(R^m_+\)