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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 4, Pages 889–893 (Mi tvp3996)  
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Integral representation for functionals of processes with independent increments

Yu. M. Kabanov

V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Full-text PDF (600 kB) Citations (1)
Abstract: In the paper, the existence and uniqueness of a stochastic integral representation are proved for a local martingale which is a functional of a Poisson process or a process with independent increments.
Received: 03.07.1974
English version:
Theory of Probability and its Applications, 1975, Volume 19, Issue 4, Pages 853–857
DOI: https://doi.org/10.1137/1119099
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. M. Kabanov, “Integral representation for functionals of processes with independent increments”, Teor. Veroyatnost. i Primenen., 19:4 (1974), 889–893; Theory Probab. Appl., 19:4 (1975), 853–857
Citation in format AMSBIB
\Bibitem{Kab74}
\by Yu.~M.~Kabanov
\paper Integral representation for functionals of processes with independent increments
\jour Teor. Veroyatnost. i Primenen.
\yr 1974
\vol 19
\issue 4
\pages 889--893
\mathnet{http://mi.mathnet.ru/tvp3996}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=359013}
\zmath{https://zbmath.org/?q=an:0325.60070}
\transl
\jour Theory Probab. Appl.
\yr 1975
\vol 19
\issue 4
\pages 853--857
\crossref{https://doi.org/10.1137/1119099}
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  • https://www.mathnet.ru/eng/tvp/v19/i4/p889
    • This publication is cited in the following 1 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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