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single jump processes and strict local martingales：单跳过程和严格的局部鞅

Available online at ScienceDirect Stochastic Processes and their Applications ( ) – /locate/spa Single jump processes and strict local martingales Martin Herdegen, Sebastian Herrmann ∗ Department of Mathematics, ETH Zurich, Ramistrasse 101, 8092 Zurich, Switzerland ¨

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