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Author Stricker, Christophe
Source Project Euclid
Content type Text
File Format PDF
Subject Domain (in DDC) Natural sciences & mathematics ♦ Mathematics
Subject Keyword Martingales with continuous parameter (60G44) ♦ Stochastic integrals (60H05)
Description Semimartingale stochastic integral representation of martingales time changed processes
Learning Resource Type Article
Publisher Date 1986-01-01
Journal Ann. Probab.
Volume Number 14
Issue Number 3
Page Count 5
Starting Page 1070
Ending Page 1074