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Exponential Martingales and Changes of Measure for Counting Processes
Alexander Sokol,
Niels Richard Hansen
Department of Mathematical Sciences
9
Citations (Scopus)
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Dive into the research topics of 'Exponential Martingales and Changes of Measure for Counting Processes'. Together they form a unique fingerprint.
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Keyphrases
Counting Process
100%
Change of Measure
100%
Stochastic Integral
25%
Markov Process
25%
Finite State
25%
Hawkes Process
25%
Dolan
25%
Non-explosive
25%
Martingale
25%
Diffusion Process
25%
Mathematics
Counting Process
100%
Stochastic Integral
25%
Diffusion Process
25%
Hawkes Process
25%
Stochastics
25%