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Semi-martingales and measure theory. (English) Zbl 0521.60065

Functional analysis, holomorphy and approximation theory, Proc. Semin., Rio de Janeiro 1980, North-Holland Math. Stud. 71, 433-444 (1982).

MSC:

60H05 Stochastic integrals
60G44 Martingales with continuous parameter
60B05 Probability measures on topological spaces

Citations:

Zbl 0493.00010