Institute of Mathematical Statistics Lecture Notes - Monograph Series

On Itô's complex measure condition

Larry Chen, Scott Dobson, Ronald Guenther, Chris Orum, Mina Ossiander, Enrique Thomann, and Edward Waymire

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Chapter information

Source
Krishna Athreya, Mukul Majumdar, Madan Puri, and Edward Waymire, eds. Probability, statistics and their applications: papers in honor of Rabi Bhattacharya (Beachwood, OH: Institute of Mathematical Statistics, 2003), 65-80

Dates
First available in Project Euclid: 3 July 2008

Permanent link to this document
http://projecteuclid.org/euclid.lnms/1215091658

Mathematical Reviews number (MathSciNet)
MR1999415

Digital Object Identifier
doi:10.1214/lnms/1215091658

Subjects
Primary: 60J60: Diffusion processes [See also 58J65]
Secondary: 60J75: Jump processes

Citation

Chen, Larry; Dobson, Scott; Guenther, Ronald; Orum, Chris; Ossiander, Mina; Thomann, Enrique; Waymire, Edward. On Itô's complex measure condition. Probability, statistics and their applications: papers in honor of Rabi Bhattacharya, 65--80, Institute of Mathematical Statistics, Beachwood, OH, 2003. doi:10.1214/lnms/1215091658. http://projecteuclid.org/euclid.lnms/1215091658.


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Subjects

Primary 60J60

Secondary 60J75