Work

Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures

Year: 1981

Type: book-chapter

Source: Birkhäuser Boston eBooks

DOI: 10.1007/978-1-4612-3938-3_8

Authors: E. Çinlar, J. Jacod

Institutions: Northwestern University, Centre National de la Recherche Scientifique, Institut de Recherche en Informatique et Systèmes Aléatoires, Université de Rennes

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W137264176

FWCI: 8.653

Cites: 30

Cited by: 77

Related to: 10