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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 1, Pages 13–28 (Mi tvp2984)  
This article is cited in 45 scientific papers (total in 45 papers)

On discontinuous martingales

A. A. Novikov

Moscow
Full-text PDF (883 kB) Citations (45)
Abstract: The paper deals with local discontinuous martingales representable as stochastic integrals by an integer-valued measure (in particular, martingales with independent increments). Conditions are studied for moment and exponential identities (the wald identities) to hold true. The conditions obtained are, as examples show, close to minimal ones.
Received: 26.09.1973
English version:
Theory of Probability and its Applications, 1975, Volume 20, Issue 1, Pages 11–26
DOI: https://doi.org/10.1137/1120002
Bibliographic databases:
Language: Russian
Citation: A. A. Novikov, “On discontinuous martingales”, Teor. Veroyatnost. i Primenen., 20:1 (1975), 13–28; Theory Probab. Appl., 20:1 (1975), 11–26
Citation in format AMSBIB
\Bibitem{Nov75}
\by A.~A.~Novikov
\paper On discontinuous martingales
\jour Teor. Veroyatnost. i Primenen.
\yr 1975
\vol 20
\issue 1
\pages 13--28
\mathnet{http://mi.mathnet.ru/tvp2984}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=394861}
\zmath{https://zbmath.org/?q=an:0354.60025}
\transl
\jour Theory Probab. Appl.
\yr 1975
\vol 20
\issue 1
\pages 11--26
\crossref{https://doi.org/10.1137/1120002}
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  • https://www.mathnet.ru/eng/tvp/v20/i1/p13
    • This publication is cited in the following 45 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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