Martingale Representation in the Enlargement of the Filtration Generated by a Point Process

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

Details

Original languageEnglish
Pages (from-to)103-121
JournalStochastic Processes and their Applications
Volume2021
Issue number131
Publication statusPublished - Jan 2021
Peer-reviewedYes

External IDs

Scopus 85090924992

Keywords