On a martingle representation theorem of M. H. A. Davis- A markovian approach
| dc.contributor.author | Goswami, A | |
| dc.date.accessioned | 2014-03-26T11:31:35Z | |
| dc.date.available | 2014-03-26T11:31:35Z | |
| dc.date.issued | 1989 | |
| dc.identifier.citation | Stichastic and Stochastic Reports, v 28, no 3, p 161-176 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10263/5843 | |
| dc.language.iso | en | en_US |
| dc.subject | Jump-processes | en_US |
| dc.subject | Markov processes | en_US |
| dc.subject | Levy system | en_US |
| dc.subject | Martingale | en_US |
| dc.title | On a martingle representation theorem of M. H. A. Davis- A markovian approach | en_US |
| dc.type | Article | en_US |
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