Semimartingale decomposition of the logarithm of likelihood ratio for counting process
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Publication:2720914
zbMATH Open0972.60024MaRDI QIDQ2720914
Publication date: 2 July 2001
Published in: Trudy Instituta Prikladnoĭ Matematiki i Mekhaniki (Search for Journal in Brave)
Continuity and singularity of induced measures (60G30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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