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Semimartingale decomposition of the logarithm of likelihood ratio for counting process

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Publication:2720914
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zbMATH Open0972.60024MaRDI QIDQ2720914

Oksana A. Nikolaeva

Publication date: 2 July 2001

Published in: Trudy Instituta Prikladnoĭ Matematiki i Mekhaniki (Search for Journal in Brave)




zbMATH Keywords

counting processsemimartingalelocal density processcanonical presentation


Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)








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