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On the Martingale Property of Stochastic Exponentials

✍ Scribed by Bernard Wong and C. C. Heyde

Book ID: 118178306
Publisher: Applied Probability Trust
Year: 2004
Tongue: English
Weight: 246 KB
Volume: 41
Category: Article
ISSN: 0021-9002
DOI: 10.2307/4141344

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