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|Title: ||ON CHARACTERIZING THE REPRESENTATION FOR A REVERSED POINT MARTINGALE|
|Authors: ||Cheng, Tsung-Lin;Chou, Ching-Sung|
|Keywords: ||Point martingale;Empirical process;Time reversal|
|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
|Relation: ||Taiwanese Journal of Mathematics, 12(7): 1781-1790|
|Appears in Collections:||[數學系] 期刊論文|
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