| dc.date.accessioned | 2015-04-15T18:00:51Z | |
| dc.date.available | 2015-04-15T18:00:51Z | |
| dc.date.issued | 1991 | |
| dc.identifier.uri | http://hdl.handle.net/10852/43612 | |
| dc.language.iso | en | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series: Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.rights | © The Author(s) (1991). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | JUMP PROCESSES AND THEIR MARTINGALES | en_US |
| dc.type | Research report | en_US |
| dc.rights.holder | Copyright 1991 The Author(s) | |
| dc.creator.author | Davis, Mark H.A. | |
| dc.identifier.urn | URN:NBN:no-47948 | |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/43612/1/1991-10.pdf | |