The total continuity of natural filtrations

Sheng-Wu He; Jia-Gang Wang

Séminaire de probabilités de Strasbourg (1982)

  • Volume: 16, page 348-354

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He, Sheng-Wu, and Wang, Jia-Gang. "The total continuity of natural filtrations." Séminaire de probabilités de Strasbourg 16 (1982): 348-354. <http://eudml.org/doc/113388>.

@article{He1982,
author = {He, Sheng-Wu, Wang, Jia-Gang},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Levy process; total continuity; predictable representation property; local martingale; quasi-left-continuous},
language = {eng},
pages = {348-354},
publisher = {Springer - Lecture Notes in Mathematics},
title = {The total continuity of natural filtrations},
url = {http://eudml.org/doc/113388},
volume = {16},
year = {1982},
}

TY - JOUR
AU - He, Sheng-Wu
AU - Wang, Jia-Gang
TI - The total continuity of natural filtrations
JO - Séminaire de probabilités de Strasbourg
PY - 1982
PB - Springer - Lecture Notes in Mathematics
VL - 16
SP - 348
EP - 354
LA - eng
KW - Levy process; total continuity; predictable representation property; local martingale; quasi-left-continuous
UR - http://eudml.org/doc/113388
ER -

References

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  1. 1. C. Dellacherie et P.A. Meyer. Probabilités et Potentiel. 2nd edition Hermann, Paris, 1976. Zbl0323.60039MR488194
  2. 2. J. Jacod. Calcul stochastique et problèmes de martingales. Lecture Notes in M. n° 714. Springer1979. Zbl0414.60053MR542115
  3. 3. Yan Jia-An. An introduction to martingales and stochastic integral theory. Shanghai, 1981 ( in Chinese ). MR744992
  4. 4. He Sheng Wu. Necessary and sufficient conditions for quasi-left-continuity of natural σ-fields of jump processes. Journal of East China Normal University, 1, 1981, p. 24-30 ( in Chinese ). Zbl0516.60050MR1446635
  5. 5. Wang Jia Gang. Some remarks on processes with independent increments. Sém. Prob. XV, LN in M. 850, 1981, p. 627-631. Zbl0486.60069MR622593
  6. 6. M. Itmi. Processus ponctuels marqués stochastiques. Représentation des martingales et filtration naturelle quasi-continue à gauche. Sém. Prob. XV, LN in M. n° 850, 1981, p. 618-626. Zbl0465.60051MR622592
  7. 7. K.P. Parthasarathy. Square integrable martingales orthogonal to every stochastic integral. Stoch. Processes and Appl.7, 1978, p. 1-7. Zbl0376.60052MR494475
  8. Y. Le Jan. Temps d'arrêt stricts et martingales de sauts, ZW44, 1978, p. 213-226, Zbl0369.60046MR501314

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