✦ LIBER ✦

On mixed exponential processes and martingales

✍ Scribed by B. Grigelionis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On Exponential Local Martingales Connect

✍ H. J. Engelbert; W. Schmidt 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 886 KB

Exponentially affine martingales, affine

✍ Jan Kallsen; Johannes Muhle-Karbe 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 837 KB

Martingale characteristics of mixed pois

✍ Dietmar Pfeifer 📂 Article 📅 1987 🏛 Springer-Verlag 🌐 German ⚖ 181 KB

Moderate deviations for martingales and

✍ Fu-Qing Gao 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 457 KB

On optional stopping of some exponential

✍ Søren Asmussen; Offer Kella 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 102 KB

On the Martingale Property of Stochastic

✍ Bernard Wong and C. C. Heyde 📂 Article 📅 2004 🏛 Applied Probability Trust 🌐 English ⚖ 246 KB