Publication:3862792

zbMath0427.60037MaRDI QIDQ3862792

Albert N. Shiryaev, Robert Sh. Liptser, Youri M.Kabanov

Publication date: 1979

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60G48: Generalizations of martingales

60H05: Stochastic integrals

60G30: Continuity and singularity of induced measures

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

60J99: Markov processes

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