Linear Decomposition of Some Jump Process and the Independence of Pure Jump Process

摘要：

This paper studies a type of jump processes generated by a multi-dimensional pure jump process. A linear decomposition of this type of jump processes is presented here. Conditions of independence of pure jump process are also given by using martingale methods.

关键词： pure jump process independence characteristic function Itos Formula

作者: Wang Shengxi

作者单位: Department of Applied Mathematics, Xinjiang University of Finance and Economics, Urumqi 830012,China

会议类型: 国际会议

会议名称: 2010 International Conference on Probability and Statistics of the International Institute for General Systems Studies(国际一般系统理论研究会中国概率统计学会第二届学术会议IIGSS-CPS2010)

会议地点: 南京

会议语种:英文

页码: 127-131

在线出版日期: 2010-07-29（万方平台首次上网日期，不代表论文的发表时间）