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Please use this identifier to cite or link to this item: http://hdl.handle.net/10263/5843
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dc.contributor.authorGoswami, A-
dc.date.accessioned2014-03-26T11:31:35Z-
dc.date.available2014-03-26T11:31:35Z-
dc.date.issued1989-
dc.identifier.citationStichastic and Stochastic Reports, v 28, no 3, p 161-176en_US
dc.identifier.urihttp://hdl.handle.net/10263/5843-
dc.language.isoenen_US
dc.subjectJump-processesen_US
dc.subjectMarkov processesen_US
dc.subjectLevy systemen_US
dc.subjectMartingaleen_US
dc.titleOn a martingle representation theorem of M. H. A. Davis- A markovian approachen_US
dc.typeArticleen_US
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