Modelos estocásticos / editores, J.M. González Barrios y L.G. Gorostiza

Modelos estocásticos / editores, J.M. González Barrios y L.G. Gorostiza

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Remark 2.3 The existence of a solution of this martingale problem gives, by taking expectations, the existence of a ... 136 and since the jump measure Ii(X, , y) B(Va - w, v)Pf(dy, dw)dvds is absolutely continuous with respect to time, the law of theanbsp;...


Title:Modelos estocásticos / editores, J.M. González Barrios y L.G. Gorostiza
Author: J. M. González Barrios, Luis G. Gorostiza
Publisher: - 1998
ISBN-13:

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