SEMI-MARTINGALES AND MARKOV-PROCESSES

被引：104

作者：

CINLAR, E

JACOD, J

PROTTER, P

SHARPE, MJ

机构：

[1] PURDUE UNIV,DEPT MATH & STAT,W LAFAYETTE,IN 47907

[2] UNIV CALIF SAN DIEGO,DEPT MATH,LA JOLLA,CA 92093

[3] UNIV RENNES,CNRS,IRISA,F-35031 RENNES,FRANCE

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1980年 / 54卷 / 02期

关键词：

D O I：

10.1007/BF00531446

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：161 / 219

页数：59

共 50 条

[21] QUASI-MARTINGALES, LOCAL MARTINGALES, SEMI-MARTINGALES AND NATURAL FILTRATION
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