par Bruss, F Thomas
;Delbaen, Freddy
Référence Stochastic processes and their applications, 114, page (287-311)
Publication Publié, 2005

Référence Stochastic processes and their applications, 114, page (287-311)
Publication Publié, 2005
Article révisé par les pairs
Titre: |
|
Auteur: | Bruss, F Thomas; Delbaen, Freddy |
Informations sur la publication: | Stochastic processes and their applications, 114, page (287-311) |
Statut de publication: | Publié, 2005 |
Sujet CREF: | Mathématiques |
Mots-clés: | Bracket process |
Compensator | |
Covariance of processes | |
Dynkin's theorem | |
Functional Central Limit Theorem | |
Infinitesimal generator | |
Intensities | |
Martingales | |
Normalization | |
Online selection | |
Optimality principles | |
Poisson process | |
Predictable process | |
Squared variation | |
Note générale: | SCOPUS: ar.j |
Langue: | Anglais |
Identificateurs: | urn:issn:0304-4149 |
info:doi/10.1016/j.spa.2004.09.002 | |
info:scp/8444236722 |