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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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Business & Economics
Counting Process
100%
Change of Measure
88%
Martingale
74%
Diffusion Process
33%
Hawkes Processes
33%
Markov Process
25%
Integral
17%
Mathematics
Change of Measure
84%
Counting Process
77%
Martingale
59%
Stochastic Intensity
33%
Local Martingale
28%
Stochastic Integral
23%
Diffusion Process
19%
Markov Process
19%
Sufficient
15%
Engineering & Materials Science
Random processes
67%
Markov processes
66%