Semimartingale representation of the logarithm of density processes

DOI10.1023/A:1016191316966zbMath1008.60058OpenAlexW169152233MaRDI QIDQ1848046

O. A. Nikolaeva, Yu. N. Lin'kov

Publication date: 25 November 2002

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1016191316966

zbMATH Keywords

canonical representationsemimartingalesemimartingale decompositionlocal density process

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)

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