Semimartingale decomposition of the logarithm of local density processes
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Publication:2777846
zbMATH Open0988.60033MaRDI QIDQ2777846
Yu. N. Lin'kov, Oksana A. Nikolaeva
Publication date: 13 March 2002
Published in: Theory of Stochastic Processes (Search for Journal in Brave)
Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Continuity and singularity of induced measures (60G30)
Related Items (3)
The semimartingale decomposition of one-dimensional quasidiffusions with natural scale ⋮ Asymptotic properties of local densities of measures generated by semimartingales ⋮ Title not available (Why is that?)
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