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CONDITIONS FOR RECURRENCE AND TRANSIENCE FOR TIME-INHOMOGENEOUS BIRTH-AND-DEATH PROCESSES
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- Journal:
- Bulletin of the Australian Mathematical Society / Volume 109 / Issue 2 / April 2024
- Published online by Cambridge University Press:
- 23 June 2023, pp. 393-402
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- April 2024
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Martingale decomposition of an L2 space with nonlinear stochastic integrals
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- Journal:
- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
- Published online by Cambridge University Press:
- 11 December 2019, pp. 1231-1243
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- December 2019
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An Actuarial Theory of Option Pricing
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- British Actuarial Journal / Volume 3 / Issue 2 / 01 June 1997
- Published online by Cambridge University Press:
- 10 June 2011, pp. 321-409
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A remark on the proof of Itô's formula for C2 functions of continuous semimartingales
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- Journal of Applied Probability / Volume 29 / Issue 1 / March 1992
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- 14 July 2016, pp. 216-221
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- March 1992
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