Stochastic representation for X and description of the approach for determining regularity

Leonid Mytnik, Vitali Wachtel

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

Let X be a (2, d, β)-superprocess, that is, it satisfies the martingale problem (1.3 ). The following lemma contains a semimartingale decomposition of X which includes stochastic integrals with respect to discontinuous martingale measures.

Original languageEnglish
Title of host publicationSpringerBriefs in Probability and Mathematical Statistics
PublisherSpringer Nature
Pages9-15
Number of pages7
DOIs
StatePublished - 2016

Publication series

NameSpringerBriefs in Probability and Mathematical Statistics

Keywords

  • Martingale Measure
  • Martingale Problem
  • Semimartingale Decomposition
  • Stochastic Integral
  • Stochastic Representation

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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