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| 11. |
Existence ofdensities for functionals of the single jump process |
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Stochastic Analysis and Applications,
Volume 15,
Issue 3,
1997,
Page 431-442
Allanus H. Tsoi,
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PDF (204KB)
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摘要:
By considering an integration-by-parts formula for functionals of a single jump process, conditions under which the densities of such functionals exist are given. A criterion under which the density to be in LPwith respect to the Lebesgue measure is also stated
ISSN:0736-2994
DOI:10.1080/07362999708809486
出版商:Marcel Dekker, Inc.
年代:1997
数据来源: Taylor
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| 12. |
Weak convergence of hilbert valued martingale measures |
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Stochastic Analysis and Applications,
Volume 15,
Issue 3,
1997,
Page 443-462
Ying-Chao Xie,
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PDF (591KB)
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摘要:
In this paper, we discuss the property of Hilbert valued martingale measure and introduce the concept of convergence of martingale measures in distribution. The sufficient. and necessary conditions are provided for strongly orthogonal martingale measures with independent increments (Theorem 2.2). The conditions are given for convergence of martingale measures
ISSN:0736-2994
DOI:10.1080/07362999708809487
出版商:Marcel Dekker, Inc.
年代:1997
数据来源: Taylor
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| 13. |
Editorial Board |
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Stochastic Analysis and Applications,
Volume 15,
Issue 3,
1997,
Page -
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PDF (51KB)
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ISSN:0736-2994
DOI:10.1080/07362999708809475
出版商:Marcel Dekker, Inc.
年代:1997
数据来源: Taylor
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