A characterization of \(k\)-parameter quasimartingales

DOI10.1016/0167-7152(95)00143-3zbMath0861.60053OpenAlexW1985129768WikidataQ127830998 ScholiaQ127830998MaRDI QIDQ1922137

Allanus H. Tsoi

Publication date: 12 May 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00143-3

zbMATH Keywords

characterization theorem for multiparameter quasimartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Cites Work

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• Time reversal of non-Markov point processes
• Planar semi-martingales
• [https://portal.mardi4nfdi.de/wiki/Publication:3317833 Semi-martingales index�es par une partie de ?d et formule de lto. Cas continu]
• Equivalent martingale measures for bridge processes

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