{
  "id": "0711.2879",
  "version": "v1",
  "published": "2007-11-19T09:53:22.000Z",
  "updated": "2007-11-19T09:53:22.000Z",
  "title": "A family of martingales generated by a process with independent increments",
  "authors": [
    "Josep Lluís Solé",
    "Frederic Utzet"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "An explicit procedure to construct a family of martingales generated by a process with independent increments is presented. The main tools are the polynomials that give the relationship between the moments and cumulants, and a set of martingales related to the jumps of the process called Teugels martingales",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-11-19T09:53:22.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G51",
      "60G44"
    ],
    "keywords": [
      "independent increments",
      "main tools",
      "explicit procedure",
      "teugels martingales"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007arXiv0711.2879L"
    }
  }
}