Martingales of Wiener and Poisson Processes

DOI10.1112/jlms/s2-13.2.336zbMath0338.60026OpenAlexW1996519368MaRDI QIDQ4107276

Mark H. A. Davis

Publication date: 1976

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/jlms/s2-13.2.336

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Markov processes (60J99)

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