Lévy functional and jump process martingales
- 1 March 1977
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 57 (3) , 638-652
- https://doi.org/10.1016/0022-247x(77)90251-7
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The Representation of Martingales of Jump ProcessesSIAM Journal on Control and Optimization, 1976
- Double martingalesProbability Theory and Related Fields, 1976
- Martingales on Jump Processes. I: Representation ResultsSIAM Journal on Control, 1975
- On Square Integrable MartingalesNagoya Mathematical Journal, 1967
- On discontinuous additive functionals and Lévy measures of a Markov processJapanese journal of mathematics :transactions and abstracts, 1964