Results 121 to 130 of about 143 (140)
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Lévy processes, polynomials and martingales
Stochastic Models, 1998Wim Schoutens, Józef L Teugels
exaly
A generalized Itô formula for two-parameter martingales. II
1986This article is a continuation of the previous work of the author on the same subject [ibid. 30, 114-127 (1984; Zbl 0563.60047); English translation in Theory Probab. Math. Stat. 30, 127-142 (1985)]. The present paper is devoted to establish a change of variable formula for two-parameter martingales which can be decomposed into four orthogonal ...
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On equivalency of martingales and related problems
Journal of Contemporary Mathematical Analysis, 2013Karagulyan G A, G A Karagulyan
exaly
Transformation of Local Martingales Under a Change of Law
Annals of Probability, 1974Jan H Van Schuppen
exaly
Risk-minimality and orthogonality of martingales
Stochastic and Stochastics Reports, 1990Martin Schweizer
exaly
Atomic decomposition and interpolation for Hardy spaces of noncommutative martingales
Journal of Functional Analysis, 2010Turdebek Bekjan +2 more
exaly
Gaussian Martingales and a Generalization of the Kalman-Bucy Filter
Theory of Probability & Its Applications, 1976openaire +2 more sources