Characterization of stochastic processes with conditionally independent increments

DOI10.1007/BF00969787zbMath0363.60060OpenAlexW2037172142MaRDI QIDQ1240481

Bronius Grigelionis

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1007/bf00969787

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items (5)

A maximum principle for mean-field SDEs with time change ⋮ LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL ⋮ BSDEs driven by time-changed Lévy noises and optimal control ⋮ Structure-preserving equivalent martingale measures for ℋ-SII models ⋮ On stochastic control for time changed Lévy dynamics

Cites Work

• Markov additive processes. I
• Processes with conditional stationary independent increments
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Characterization of stochastic processes with conditionally independent increments