FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1972071232> ?p ?o ?g. }

• W1972071232 endingPage "528" @default.
• W1972071232 startingPage "522" @default.
• W1972071232 abstract "By the Dambis--Dubins--Schwarz theorem, any stochastic integral $M:=int_0^cdot H_sdW_s$ of Brownian motion can be written as a time-changed Brownian motion, i.e., $M=({widehat{W}}_{widehat{T_t}})_{tinbf{R}_+}$ for some Brownian motion $({widehat{W}}_theta)_{thetainbf{R}_+}$ and some time change $({widehat{T_t}})_{tinbf{R}_+}$. In [J. Jacod and A. Shiryaev, Limit Theorems for Stochastic Processes, Springer-Verlag, Berlin--Heidelberg, 1987] and [O. Kallenberg, Stochastic Process. Appl., 40 (1992), pp.~199--223] it is shown that in this statement Brownian motion can be replaced with (symmetric) $alpha$-stable Levy motion}. Using the cumulant process of a semimartingale, we give new short proofs. Moreover, we show that the statement cannot be extended to any other Levy processes." @default.
• W1972071232 created "2016-06-24" @default.
• W1972071232 creator A5027547292 @default.
• W1972071232 creator A5056590992 @default.
• W1972071232 date "2002-01-01" @default.
• W1972071232 modified "2023-10-15" @default.
• W1972071232 title "Time Change Representation of Stochastic Integrals" @default.
• W1972071232 cites W1970850258 @default.
• W1972071232 cites W2030354114 @default.
• W1972071232 cites W2036006351 @default.
• W1972071232 doi "https://doi.org/10.1137/s0040585x97979184" @default.
• W1972071232 hasPublicationYear "2002" @default.
• W1972071232 type Work @default.
• W1972071232 sameAs 1972071232 @default.
• W1972071232 citedByCount "54" @default.
• W1972071232 countsByYear W19720712322012 @default.
• W1972071232 countsByYear W19720712322013 @default.
• W1972071232 countsByYear W19720712322014 @default.
• W1972071232 countsByYear W19720712322015 @default.
• W1972071232 countsByYear W19720712322016 @default.
• W1972071232 countsByYear W19720712322017 @default.
• W1972071232 countsByYear W19720712322018 @default.
• W1972071232 countsByYear W19720712322019 @default.
• W1972071232 countsByYear W19720712322020 @default.
• W1972071232 countsByYear W19720712322021 @default.
• W1972071232 crossrefType "journal-article" @default.
• W1972071232 hasAuthorship W1972071232A5027547292 @default.
• W1972071232 hasAuthorship W1972071232A5056590992 @default.
• W1972071232 hasConcept C101615488 @default.
• W1972071232 hasConcept C104114177 @default.
• W1972071232 hasConcept C105795698 @default.
• W1972071232 hasConcept C112401455 @default.
• W1972071232 hasConcept C121332964 @default.
• W1972071232 hasConcept C134306372 @default.
• W1972071232 hasConcept C162344956 @default.
• W1972071232 hasConcept C17744445 @default.
• W1972071232 hasConcept C199539241 @default.
• W1972071232 hasConcept C2776359362 @default.
• W1972071232 hasConcept C28826006 @default.
• W1972071232 hasConcept C2987636958 @default.
• W1972071232 hasConcept C3017618536 @default.
• W1972071232 hasConcept C33923547 @default.
• W1972071232 hasConcept C37914503 @default.
• W1972071232 hasConcept C39943821 @default.
• W1972071232 hasConcept C41008148 @default.
• W1972071232 hasConcept C41479618 @default.
• W1972071232 hasConcept C51955184 @default.
• W1972071232 hasConcept C53920899 @default.
• W1972071232 hasConcept C56739046 @default.
• W1972071232 hasConcept C60391097 @default.
• W1972071232 hasConcept C63331456 @default.
• W1972071232 hasConcept C68710425 @default.
• W1972071232 hasConcept C74650414 @default.
• W1972071232 hasConcept C78045399 @default.
• W1972071232 hasConcept C8272713 @default.
• W1972071232 hasConcept C84629840 @default.
• W1972071232 hasConcept C88757350 @default.
• W1972071232 hasConcept C90087638 @default.
• W1972071232 hasConcept C94625758 @default.
• W1972071232 hasConceptScore W1972071232C101615488 @default.
• W1972071232 hasConceptScore W1972071232C104114177 @default.
• W1972071232 hasConceptScore W1972071232C105795698 @default.
• W1972071232 hasConceptScore W1972071232C112401455 @default.
• W1972071232 hasConceptScore W1972071232C121332964 @default.
• W1972071232 hasConceptScore W1972071232C134306372 @default.
• W1972071232 hasConceptScore W1972071232C162344956 @default.
• W1972071232 hasConceptScore W1972071232C17744445 @default.
• W1972071232 hasConceptScore W1972071232C199539241 @default.
• W1972071232 hasConceptScore W1972071232C2776359362 @default.
• W1972071232 hasConceptScore W1972071232C28826006 @default.
• W1972071232 hasConceptScore W1972071232C2987636958 @default.
• W1972071232 hasConceptScore W1972071232C3017618536 @default.
• W1972071232 hasConceptScore W1972071232C33923547 @default.
• W1972071232 hasConceptScore W1972071232C37914503 @default.
• W1972071232 hasConceptScore W1972071232C39943821 @default.
• W1972071232 hasConceptScore W1972071232C41008148 @default.
• W1972071232 hasConceptScore W1972071232C41479618 @default.
• W1972071232 hasConceptScore W1972071232C51955184 @default.
• W1972071232 hasConceptScore W1972071232C53920899 @default.
• W1972071232 hasConceptScore W1972071232C56739046 @default.
• W1972071232 hasConceptScore W1972071232C60391097 @default.
• W1972071232 hasConceptScore W1972071232C63331456 @default.
• W1972071232 hasConceptScore W1972071232C68710425 @default.
• W1972071232 hasConceptScore W1972071232C74650414 @default.
• W1972071232 hasConceptScore W1972071232C78045399 @default.
• W1972071232 hasConceptScore W1972071232C8272713 @default.
• W1972071232 hasConceptScore W1972071232C84629840 @default.
• W1972071232 hasConceptScore W1972071232C88757350 @default.
• W1972071232 hasConceptScore W1972071232C90087638 @default.
• W1972071232 hasConceptScore W1972071232C94625758 @default.
• W1972071232 hasIssue "3" @default.
• W1972071232 hasLocation W19720712321 @default.
• W1972071232 hasOpenAccess W1972071232 @default.
• W1972071232 hasPrimaryLocation W19720712321 @default.
• W1972071232 hasRelatedWork W1544382166 @default.
• W1972071232 hasRelatedWork W1968906272 @default.
• W1972071232 hasRelatedWork W2024090399 @default.
• W1972071232 hasRelatedWork W2037290258 @default.

• next