A family of martingales generated by a process with independent increments

dc.contributor.author	Sole, J.L.
dc.contributor.author	Utzet, F.
dc.date.accessioned	2009-12-03T16:42:16Z
dc.date.available	2009-12-03T16:42:16Z
dc.date.issued	2008
dc.identifier.citation	A family of martingales generated by a process with independent increments / J.L. Sole, F. Utzet // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 139–144. — Бібліогр.: 9 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4559
dc.description.abstract	An explicit procedure to construct a family of martingales generated by a process with independent increments is presented. The main tools are the polynomials that give the relationship between the moments and cumulants, and a set of martingales related to the jumps of the process called Teugels martingales.	en_US
dc.description.sponsorship	This research was supported by grant BFM2006-06247 of the Ministerio de Educacion y Ciencia and FEDER.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	A family of martingales generated by a process with independent increments	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21