Study of dependence for some stochastic processes

Stochastic Analysis and Applications

Volumn 26, Issue 4, 2008, Pages 903-924

  Bielecki, Tomasz R ^a   Jakubowski, Jacek ^b   Vidozzi, Andrea ^a   Vidozzi, Luca ^a  

^a Illinois Institute of Technology   (United States)

^b UNIVERSITY OF WARSAW   (Poland)

Author keywords

Compensators; Dependence; Stochastic processes

Indexed keywords

EID: 45749128634     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362990802128958     Document Type: Article

References (4)

1. Jacod, J., and Shiryaev, A.N. 2003. Limit Theorems for Stochastic Processes. Springer-Verlag.
2. Last, G., and Brandt, A. 1995. Marked Point Processes on the Real Line: The Dynamic Approach. Springer-Verlag.
3. Scarsini, M. 1989. Copulae of probability measures on product spaces. Journal of Multivariate Analysis 31:201-219.
4. Sklar, A. 1959. Fonctions de répartition à n dimensions et leurs marges. Publications de l'Institut de Statistique de L'Université de Paris 8:229-231.