RELATIVE DENSITIES OF SEMI-MARTINGALES

被引：16

作者：

AIRAULT, H

FOLLMER, H

机构：

[1] INST HENRI POINCARE,11 RUE PIERRE MARIE CURIE,F-75 PARIS 5,FRANCE

[2] INST GESELL & WIRTSCHAFTS WISSENSCH,LENNE STR 37,D-5300 BONN,FED REP GER

来源：

关键词：

D O I：

10.1007/BF01425501

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：299 / 327

页数：29

共 22 条

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[6]

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[7]

Dynkin EB., 2006, THEORY MARKOV PROCES

[8]

DYNKIN EB, 1969, THEOR PROBAB APPL, V14, P37

[9]

FISK DL, 1965, T AM MATH SOC, V120, P359

[10] REPRESENTATION OF SEMIMARTINGALES [J].

FOLLMER, H .