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Semimartingales: A course on stochastic processes. (English) Zbl 0503.60054
De Gruyter Studies in Mathematics, 2. Berlin - New York: de Gruyter. XI, 287 p. (1982).

MSC:
60G44 Martingales with continuous parameter
60H05 Stochastic integrals
60G57 Random measures
60H20 Stochastic integral equations
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