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Stochastic Integrals with Respect to Compensated Poisson Random Measures

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Part of the Probability Theory and Stochastic Modelling book series (PTSM, volume 73)

Abstract

In this chapter, we define the stochastic integral. Throughout this section.

Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  1. 1.Department of Statistics and ProbabilityMichigan State UniversityEast LansingUSA
  2. 2.Department of Mathematics and InformaticsUniversity of WuppertalWuppertalGermany

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