REPRESENTATION OF MARTINGALES OF JUMP PROCESSES

被引:47
作者
DAVIS, MHA [1 ]
机构
[1] IMPERIAL COLL, DEPT COMP & CONTROL, LONDON SW7 2BZ, ENGLAND
来源
SIAM JOURNAL ON CONTROL | 1976年 / 14卷 / 04期
关键词
D O I
10.1137/0314041
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:623 / 638
页数:16
相关论文
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