Some remarks on processes with independent increments

Jia-Gang Wang

Séminaire de probabilités de Strasbourg (1981)

  • Volume: 15, page 627-631

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Wang, Jia-Gang. "Some remarks on processes with independent increments." Séminaire de probabilités de Strasbourg 15 (1981): 627-631. <http://eudml.org/doc/113354>.

@article{Wang1981,
author = {Wang, Jia-Gang},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {finitely many jumps in any finite time interval; Levy measure},
language = {eng},
pages = {627-631},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Some remarks on processes with independent increments},
url = {http://eudml.org/doc/113354},
volume = {15},
year = {1981},
}

TY - JOUR
AU - Wang, Jia-Gang
TI - Some remarks on processes with independent increments
JO - Séminaire de probabilités de Strasbourg
PY - 1981
PB - Springer - Lecture Notes in Mathematics
VL - 15
SP - 627
EP - 631
LA - eng
KW - finitely many jumps in any finite time interval; Levy measure
UR - http://eudml.org/doc/113354
ER -

References

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  1. [1]. Wang Jia-gang. The continuity of natural σ-fields generated by stochastic processes ( in Chinese ). Fudan Journal ( natural science )19, 1980, p. 196-205. Zbl0566.60045
  2. [2]. Jacod, J.Calcul stochastique et problèmes de martingales. Lect. Notes in Math.714, Springer-Verlag1979. Zbl0414.60053MR542115
  3. [3]. Doob, J.L.. Stochastic processes. New York, Wiley, 1953. Zbl0053.26802MR58896
  4. [4]. Dellacherie, C. and Meyer, P.A.. Probabilities and Potential. Hermann, Paris and North Holland, Amsterdam, 1978. Zbl0494.60001MR521810

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