Martingales on Jump Processes. II: Applications

Author:

Boel R.,Varaiya P.,Wong E.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

General Engineering

Reference25 articles.

1. Quelques applications de la formule de changement de variables pour les semimartingales

2. Paul-André Meyer, Probabilités et potentiel, Publications de l'Institut de Mathématique de l'Université de Strasbourg, No. XIV. Actualités Scientifiques et Industrielles, No. 1318, Hermann, Paris, 1966, 320–, English translation : Probability and Potential, Blaisdell, Waltham, Mass., 1966MR0205287 (34:5118)0138.10402

3. On Square Integrable Martingales

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