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Semimartingales in predictable random open sets. (English) Zbl 0481.60054

Seminaire de probabilites XVI, Univ. Strasbourg 1980/81, Lect. Notes Math. 920, 370-379 (1982).

MSC:

60G48 Generalizations of martingales
60G44 Martingales with continuous parameter
58J65 Diffusion processes and stochastic analysis on manifolds

Citations:

Zbl 0471.00023
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