On continuous conditional gaussian martingales and stable convergence in law
Jean Jacod (1997)
Séminaire de probabilités de Strasbourg
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “On processes with conditional independent increments and stable convergence in law”
On continuous conditional gaussian martingales and stable convergence in law
On the predictable representation property for super-processes
Ludger Overbeck (1995)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarks on the optional decomposition theorem
Christophe Stricker, Jia-An Yan (1998)
Séminaire de probabilités de Strasbourg
Similarity:
The total continuity of natural filtrations
Sheng-Wu He, Jia-Gang Wang (1982)
Séminaire de probabilités de Strasbourg
Similarity:
On equivalent martingale measures with bounded densities
Yuri Kabanov, Christophe Stricker (2001)
Séminaire de probabilités de Strasbourg
Similarity:
Predictable representation of martingale spaces and changes of probability measures
Darrell Duffie (1985)
Séminaire de probabilités de Strasbourg
Similarity:
Approximation of predictable characteristics of processes with filtrations
Leszek Slominski (1987)
Séminaire de probabilités de Strasbourg
Similarity:
Martingale problems for conditional distributions of Markov processes.
Kurtz, Thomas G. (1998)
Electronic Journal of Probability [electronic only]
Similarity:
Krickeberg's decomposition for local martingales
Norihiko Kazamaki (1972)
Séminaire de probabilités de Strasbourg
Similarity:
A remark on the class of martingales with bounded quadratic variation
Norihiko Kazamaki (1989)
Séminaire de probabilités de Strasbourg
Similarity: