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References
J. Jacod: Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales. ZfW 31, 1975, p. 235–253.
J. Jacod et J. Mémin: Caractéristiques locales et conditions de continuité absolue pour les semi-martingales. ZfW 35, 1976, p. 1–37.
M. Yor: Sur les intégrales stochastiques optionnelles et une suite remarquable de formules exponentielles. Sém. Prob. X, LN 511, Springer 1976.
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© 1979 Springer-Verlag
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Sidibe, R. (1979). Martingales locales a accroissements independants. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XIII. Lecture Notes in Mathematics, vol 721. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0070856
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DOI: https://doi.org/10.1007/BFb0070856
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