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Publication:3979068
zbMath0754.60045MaRDI QIDQ3979068
Publication date: 26 June 1992
Full work available at URL: http://www.numdam.org/item?id=SPS_1991__25__262_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
multiplicative decompositioncontinuous local martingalecontinuous process of locally bounded variation
Related Items (8)
Unnamed Item ⋮ Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise ⋮ Short-time behavior of solutions to Lévy-driven stochastic differential equations ⋮ Multivariate generalized Ornstein-Uhlenbeck processes ⋮ Moments of MGOU processes and positive semidefinite matrix processes ⋮ On exponential functionals of Lévy processes ⋮ General matrix-valued inhomogeneous linear stochastic differential equations and applications ⋮ Quasi-shuffle algebras in non-commutative stochastic calculus
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