Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
Exponential Martingales and Changes of Measure for Counting Processes
Alexander Sokol,
Niels Richard Hansen
Department of Mathematical Sciences
9
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Exponential Martingales and Changes of Measure for Counting Processes'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Business & Economics
Change of Measure
88%
Counting Process
100%
Diffusion Process
33%
Hawkes Processes
33%
Integral
17%
Markov Process
25%
Martingale
74%
Mathematics
Change of Measure
84%
Counting Process
77%
Diffusion Process
19%
Local Martingale
28%
Markov Process
19%
Martingale
59%
Stochastic Integral
23%
Stochastic Intensity
33%
Sufficient
15%
Engineering & Materials Science
Markov processes
66%
Random processes
67%