Propriétés de martingales, explosion et représentation de Lévy—Khintchine d'une classe de processus de branchement à valeurs mesures
- 31 August 1991
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 38 (2) , 239-266
- https://doi.org/10.1016/0304-4149(91)90093-r
Abstract
No abstract availableKeywords
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