Properties of the local density process for general semimartingales

zbMATH Open0989.60062MaRDI QIDQ2784979

Yu. N. Lin'kov

Publication date: 24 April 2002

Published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

zbMATH Keywords

law of large numberscanonical representationgeneral semimartingaleslocal density processtriplet of predictable characteristics

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (2)

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