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Poisson representation of strict regular step filtrations

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1204)

Keywords

  • Poisson Process
  • Local Martingale
  • Jump Time
  • Strong Markov Property
  • Limit Ordinal

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References

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© 1986 Springer-Verlag

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Knight, F.B. (1986). Poisson representation of strict regular step filtrations. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XX 1984/85. Lecture Notes in Mathematics, vol 1204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075706

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  • DOI: https://doi.org/10.1007/BFb0075706

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16779-2

  • Online ISBN: 978-3-540-39860-8

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