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On martingales which are finite sums of independent random variables with time dependent coefficients

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Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1655)

Keywords

  • Characteristic Function
  • Independent Random Variable
  • Open Interval
  • Linear Independence
  • Stable Distribution

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© 1997 Springer-Verlag Berlin Heidelberg

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Jacod, J., Pérez-Abreu, V. (1997). On martingales which are finite sums of independent random variables with time dependent coefficients. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXXI. Lecture Notes in Mathematics, vol 1655. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0119292

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  • DOI: https://doi.org/10.1007/BFb0119292

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-62634-3

  • Online ISBN: 978-3-540-68352-0

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