The martingales of an independent increment process
type: Item
instance of: scholarly article
title: The martingales of an independent increment process
zbMATH Open document ID: 0428.60056
DOI: 10.1016/0304-4149(79)90045-0
author: Richard F. Bass
published in: Stochastic Processes and their Applications
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 3667722
zbMATH Keywords: processes with stationary independent increments
zbMATH Keywords: representation of martingales
zbMATH Keywords: stochastic integrals
MaRDI profile type: Publication
full work available at URL: 0304-4149(79)90045-0
OpenAlex ID: W1971147272
cites work: Q4091204
cites work: On the Existence of Optional Modifications for Martingales
cites work: On Square Integrable Martingales
cites work: Square integrable martingales orthogonal to every stochastic integral
description: scientific article; zbMATH DE number 3667722