Piecewise constant martingales and lazy clocks (Q2296122)

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Piecewise constant martingales and lazy clocks
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    Piecewise constant martingales and lazy clocks (English)
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    17 February 2020
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    time-change process
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    last passage time
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    martingale
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    bounded martingale
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    jump martingale
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    subordinator
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