Let {X(t), t 0} be a compound Poisson process with Poisson rate and component distribution F. Define

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Let {X(t), t 0} be a compound Poisson process with Poisson rate and component distribution F. Define a continuous-time martingale related to this process

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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Question Posted: Sep 06, 2024 09:04 AM

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Let {X(t), t 0} be a compound Poisson process with Poisson rate and component distribution F. Define

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Stochastic Processes

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