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)


Jump Process Stochastic Integral Local Martingale Jump Time Martingale Representation 
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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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