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Martingales on Jump Processes. I: Representation Results

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References

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Cited by

1976The Representation of Martingales of Jump Processes137 cited
1977Optimal Control of Jump Processes127 cited
1978Modeling and analysis of stochastic differential equations driven by point processes86 cited
1999An Equilibrium Model of Catastrophe Insurance Futures and Spreads76 cited
2005Martingale methods in stochastic control60 cited
1977Weak convergence of stochastic integrals related to counting processes58 cited
1987A review on stochastic differential equations for applications in hydrology49 cited
2010About the Pricing Equations in Finance42 cited
2006Martingale Representation and All That

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