scientific article

zbMath0627.60001MaRDI QIDQ3763296

L. C. G. Rogers, David Williams

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

semimartingalesPoisson point processesstochastic integrationgeneral theory of processesgeneral theory of cadlag semi-martingalesIto's excursion theory

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov processes (60Jxx) Stochastic processes (60Gxx)

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