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zbMath1002.60037MaRDI QIDQ2784990

Publication date: 1 January 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

uniform integrability stochastic integration stochastic integrals Itô's formula calculus on Lévy processes Doob-Meyer's decomposition Girsanov's theorems martingales spaces martingales with integrable variation Tanaka-Meyer's formula

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

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