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The exit characteristics of Markov processes with applications to continuous martingales in R$ \sp{n}$


Author: Gene Denzel
Journal: Trans. Amer. Math. Soc. 129 (1967), 111-123
MSC: Primary 60.00; Secondary 60.40
DOI: https://doi.org/10.1090/S0002-9947-1967-0214146-X
MathSciNet review: 0214146
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Additional Information

DOI: https://doi.org/10.1090/S0002-9947-1967-0214146-X
Article copyright: © Copyright 1967 American Mathematical Society

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