A family of martingales generated by a process with independent increments

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dc.creatorSolé, Josep Lluís
dc.creatorUtzet, Frederic
dc.date2007-11-19
dc.date.accessioned2026-07-07T08:43:42Z
dc.date.available2026-07-07T08:43:42Z
dc.descriptionAn 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
dc.identifierhttps://arxiv.org/abs/0711.2879
dc.identifierhttp://arxiv.org/abs/0711.2879
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/142411
dc.subjectProbability
dc.subject60G51; 60G44
dc.titleA family of martingales generated by a process with independent increments
dc.typetext

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