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Positive Continuous Additive Functionals
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Kac's Moment Formula and
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Proof of Kac's Moment
Corollaries of Kac's Moment Formula
The basic notation and assumptions regarding
X
,
T
and
G
are as for (
4
).
Positive Continuous Additive Functionals
Signed Additive Functionals
Covariances
Additive Functionals with Jumps
Discrete Time Analogs
The General Product Moment Formula
Conditioning on
Patrick Fitzsimmons
Wed May 17 08:50:36 PDT 2000