Transformation of Markov processes by multiplicative functionals
From MaRDI portal
Publication:2522475
DOI10.5802/aif.192zbMath0141.15103OpenAlexW2324734891MaRDI QIDQ2522475
Publication date: 1965
Published in: Annales de l'Institut Fourier (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIF_1965__15_1_13_0
Related Items
Construction of Markov processes and associated multiplicative functionals from given harmonic measures, On exponential local martingales associated with strong Markov continuous local martingales, Quelques applications de la formule de changement de variables pour les semimartingales, Multiplicative decompositions and frequency of vanishing of nonnegative submartingales, Transformations of diffusion and Schrödinger processes, The Backbone Decomposition for Spatially Dependent Supercritical Superprocesses, Rough path properties for local time of symmetric \(\alpha\) stable process, The exit measure of a supermartingale, Stochastic Processes in the Decades after 1950, Martingales in Japan, Exponential change of measure for general piecewise deterministic Markov processes, Simplified calculus for semimartingales: multiplicative compensators and changes of measure, Minimal subharmonic functions and related integral representations, Test martingales, Bayes factors and \(p\)-values, On the characterisation of honest times that avoid all stopping times, Factorization of a multiplicative functional of nonlinear filtering theory, Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales, Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set, Risk measures for processes and BSDEs, Nonequilibrium Markov processes conditioned on large deviations, Change of measure up to a random time: details, Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles, Pricing growth-rate risk, Default times, no-arbitrage conditions and changes of probability measures, Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale, Itô's stochastic calculus: its surprising power for applications, Change of drift in one-dimensional diffusions, Two theorems on Hunt's hypothesis (H) for Markov processes, On the equivalence of \(q\)-martingales and locally \(L^ p\)-integrable martingales, Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge, Equivalent measure changes for subordinate diffusions, Equivalent and absolutely continuous measure changes for jump-diffusion processes, The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck, `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century, Transformation of branching Markov processes
Cites Work