Joint distributions of generalized integrable increasing processes and their generalized compensators

DOI10.1137/S0040585X97T991714MaRDI QIDQ6496898

Dmitriy A. Borzykh

Publication date: 6 May 2024

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

zbMATH Keywords

Doob-Meyer decompositionincreasing processcompensatorStrassen's theoremterminal distribution

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Probability theory and stochastic processes (60-XX)

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