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Weak martingales associated with a two parameter jump process

  • Ata Al-Hussaini
  • Robert J. Elliott
Part II: Research Reports
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)

Keywords

Jump Process Stochastic Integral Local Martingale Jump Time Martingale Representation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    Boel R. Varaiya P. and Wong E. Martingales on jump processes, Part 1:Representation results. S.I.A.M. J. Control and Optimization, 13, 999–1061 (1975).Google Scholar
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Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • Ata Al-Hussaini
    • 1
  • Robert J. Elliott
    • 2
  1. 1.University of AlbertaCanada
  2. 2.University of HullEngland

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