Let (N) be a Poisson process. Prove that (N_{t} t^{-1} ightarrow lambda) a.s. when (t) goes

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Let \(N\) be a Poisson process. Prove that \(N_{t} t^{-1} \rightarrow \lambda\) a.s. when \(t\) goes to infinity.

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Mathematical Methods For Financial Markets

ISBN: 9781447125242

1st Edition

Authors: Monique Jeanblanc, Marc Yor, Marc Chesney

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