Levy functionals and jump process martingales

DOI10.1016/0022-247X(77)90251-7zbMath0349.60083MaRDI QIDQ1234965

Robert J. Elliott

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items

Optimal control of a jump process

Cites Work

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• Double martingales
• Stochastic integrals for martingales of a jump process with partially accessible jump times
• The Representation of Martingales of Jump Processes
• Martingales on Jump Processes. I: Representation Results
• On Square Integrable Martingales