The exit characteristics of Markov processes with applications to continuous martingales in R$^{n}$
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- Trans. Amer. Math. Soc. 129 (1967), 111-123 Request permission
References
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Additional Information
- © Copyright 1967 American Mathematical Society
- 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