Construction of semimartingales from pieces by the method of excursion point processes
Annales de l'I.H.P. Probabilités et statistiques, Tome 23 (1987), pp. 297-320
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@article{AIHPB_1987__23_S2_297_0,
author = {Watanabe, Shinzo},
title = {Construction of semimartingales from pieces by the method of excursion point processes},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {297--320},
publisher = {Gauthier-Villars},
volume = {23},
number = {S2},
year = {1987},
mrnumber = {898498},
zbl = {0622.60050},
language = {en},
url = {http://geodesic.mathdoc.fr/item/AIHPB_1987__23_S2_297_0/}
}
TY - JOUR AU - Watanabe, Shinzo TI - Construction of semimartingales from pieces by the method of excursion point processes JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1987 SP - 297 EP - 320 VL - 23 IS - S2 PB - Gauthier-Villars UR - http://geodesic.mathdoc.fr/item/AIHPB_1987__23_S2_297_0/ LA - en ID - AIHPB_1987__23_S2_297_0 ER -
%0 Journal Article %A Watanabe, Shinzo %T Construction of semimartingales from pieces by the method of excursion point processes %J Annales de l'I.H.P. Probabilités et statistiques %D 1987 %P 297-320 %V 23 %N S2 %I Gauthier-Villars %U http://geodesic.mathdoc.fr/item/AIHPB_1987__23_S2_297_0/ %G en %F AIHPB_1987__23_S2_297_0
Watanabe, Shinzo. Construction of semimartingales from pieces by the method of excursion point processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 23 (1987), pp. 297-320. http://geodesic.mathdoc.fr/item/AIHPB_1987__23_S2_297_0/