National Changhua University of Education Institutional Repository : Item 987654321/14072
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题名: ON CHARACTERIZING THE REPRESENTATION FOR A REVERSED POINT MARTINGALE
作者: Cheng, Tsung-Lin;Chou, Ching-Sung
贡献者: 數學系
关键词: Point martingale;Empirical process;Time reversal
日期: 2008-10
上传时间: 2012-09-10T06:02:17Z
出版者: the Mathematical Society of the Republic of China
摘要: 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.
關聯: Taiwanese Journal of Mathematics, 12(7): 1781-1790
显示于类别:[數學系] 期刊論文

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