REPRESENTATION OF MARTINGALES OF JUMP PROCESSES

被引：47

作者：

DAVIS, MHA ^{[1
]}

机构：

[1] IMPERIAL COLL, DEPT COMP & CONTROL, LONDON SW7 2BZ, ENGLAND

来源：

SIAM JOURNAL ON CONTROL | 1976年 / 14卷 / 04期

关键词：

D O I：

10.1137/0314041

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：623 / 638

页数：16

共 50 条

[1] MARTINGALES ON JUMP PROCESSES .1. REPRESENTATION RESULTS
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