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Martingale integrals over Poissonian processes and the Ito-type equations with white shot noise

Ryszard Zygadło1

  • 1Marian Smoluchowski Institute of Physics, Jagiellonian University, Reymonta 4, PL-30059 Kraków, Poland.

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|December 20, 2003
PubMed

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