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Please use this identifier to cite or link to this item: http://ir.ncue.edu.tw/ir/handle/987654321/14072

Title: ON CHARACTERIZING THE REPRESENTATION FOR A REVERSED POINT MARTINGALE
Authors: Cheng, Tsung-Lin;Chou, Ching-Sung
Contributors: 數學系
Keywords: Point martingale;Empirical process;Time reversal
Date: 2008-10
Issue Date: 2012-09-10T06:02:17Z
Publisher: the Mathematical Society of the Republic of China
Abstract: In this paper, we obtain the representation for a reversed point
martingale with respect to the reversed filtration generated by a point process.
Besides, if a martingale can be expressed as a certain kind of stochastic integral
with respect to some point martingale, then its reversed counterpart can also
be expressed as a stochastic integral with respect to the corresponding reversed
point martingale.
Relation: Taiwanese Journal of Mathematics, 12(7): 1781-1790
Appears in Collections:[數學系] 期刊論文

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