Propriétés de martingales, explosion et représentation de Lévy-Khintchine d'une classe de processus de branchement à valeurs mesures. El Karoui, N. & Roelly, S. Stochastic Process. Appl., 38(2):239–266, 1991. Paper doi bibtex @article{MR1119983,
Author = {El Karoui, Nicole and Roelly, Sylvie},
Coden = {STOPB7},
Date-Added = {2011-01-27 10:14:38 -0600},
Date-Modified = {2011-01-27 10:14:47 -0600},
Doi = {10.1016/0304-4149(91)90093-R},
Fjournal = {Stochastic Processes and their Applications},
Issn = {0304-4149},
Journal = {Stochastic Process. Appl.},
Keywords = {CBVE},
Mrclass = {60J80 (60G44 60G57)},
Mrnumber = {1119983 (92k:60194)},
Mrreviewer = {Anton Wakolbinger},
Number = {2},
Pages = {239--266},
Title = {Propri{\'e}t{\'e}s de martingales, explosion et repr{\'e}sentation de {L}{\'e}vy-{K}hintchine d'une classe de processus de branchement {\`a} valeurs mesures},
Url = {http://dx.doi.org/10.1016/0304-4149(91)90093-R},
Volume = {38},
Year = {1991},
Bdsk-Url-1 = {http://www.ams.org/mathscinet-getitem?mr=1119983},
Bdsk-Url-2 = {http://dx.doi.org/10.1016/0304-4149(91)90093-R}}
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