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This research was conducted in the Statistics Department of Princeton University, while the author held a U.S.-France exchange award from the National Science Foundation.
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Jacod, J. Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales. Z. Wahrscheinlichkeitstheorie verw Gebiete 31, 235–253 (1975). https://doi.org/10.1007/BF00536010
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DOI: https://doi.org/10.1007/BF00536010