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Poisson representation of strict regular step filtrations

  • F. B. Knight
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1204)

Keywords

Poisson Process Local Martingale Jump Time Strong Markov Property Limit Ordinal 
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Copyright information

© Springer-Verlag 1986

Authors and Affiliations

  • F. B. Knight

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