Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.
Journal of Applied Mathematics and Stochastic Analysis (1999)
- Volume: 12, Issue: 2, page 133-150
- ISSN: 2090-3332
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topMishura, Yu., and Oltsik, Ya.. "Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.." Journal of Applied Mathematics and Stochastic Analysis 12.2 (1999): 133-150. <http://eudml.org/doc/48530>.
@article{Mishura1999,
author = {Mishura, Yu., Oltsik, Ya.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {one-parameter and two-parameter predictable increasing processes; potential; local time; purely discontinuous strong martingale},
language = {eng},
number = {2},
pages = {133-150},
publisher = {Hindawi Publishing Corporation, New York},
title = {Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.},
url = {http://eudml.org/doc/48530},
volume = {12},
year = {1999},
}
TY - JOUR
AU - Mishura, Yu.
AU - Oltsik, Ya.
TI - Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1999
PB - Hindawi Publishing Corporation, New York
VL - 12
IS - 2
SP - 133
EP - 150
LA - eng
KW - one-parameter and two-parameter predictable increasing processes; potential; local time; purely discontinuous strong martingale
UR - http://eudml.org/doc/48530
ER -
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