Martingales: Recent Developments, Results and Applications
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Publication:3935965
DOI10.2307/1402605zbMath0478.60062OpenAlexW2323626928MaRDI QIDQ3935965
Publication date: 1981
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1402605
functional limit theorempredictabilitysemimartingalestrong and weak solutionlocal absolute continuity
Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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