Some time change representations of stable integrals, via predictable transformations of local martingales

DOI10.1016/0304-4149(92)90012-FzbMath0754.60044MaRDI QIDQ1190166

Olav Kallenberg

Publication date: 27 September 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

marked point processesquadratic variationpredictable processcontinuous local martingaleorthogonal processes

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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