Some remarks on single jump processes

Sheng-Wu He

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 346-348

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He, Sheng-Wu. "Some remarks on single jump processes." Séminaire de probabilités de Strasbourg 17 (1983): 346-348. <http://eudml.org/doc/113451>.

@article{He1983,
author = {He, Sheng-Wu},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {jump process; natural filtration; quasi-left-continuity},
language = {eng},
pages = {346-348},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Some remarks on single jump processes},
url = {http://eudml.org/doc/113451},
volume = {17},
year = {1983},
}

TY - JOUR
AU - He, Sheng-Wu
TI - Some remarks on single jump processes
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 346
EP - 348
LA - eng
KW - jump process; natural filtration; quasi-left-continuity
UR - http://eudml.org/doc/113451
ER -

References

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  1. [1] Boel ( R.), Varaiya ( P.), Wong ( E.). Martingales on jump processes I. SIAM J. Control, 13, 1975, p. 9 9-1021. Zbl0372.60061MR402907
  2. [2] Dellacherie ( C.). Un exemple de la théorie générale des processus. Sém. Prob. IV, Lecture Notes in M. 124, 1970. Zbl0206.48401MR263157
  3. [3] Dellacherie ( C.) and Meyer ( P.A.). Probabilités et potentiels A. Hermann, Paris, 1975. Zbl0323.60039MR488194
  4. [4] He ( S.W.). Necessary and sufficient conditions for quasi-left-continuity of natural σ-fields of jump processes. Journal of East China Normal University, n°1, 1981, p. 24-30. Zbl0516.60050
  5. [5] He ( S.W.) et Wang ( J.G.). The total continuity of natural filtrations and the strong property of predictable representation for jump processes and processes with independent increments. Sém. Prob. XVI, LN920, 1982, p. 348-354. Zbl0505.60055MR658696
  6. [6] Itmi ( M.). Processus ponctuels marqués stochastiques. Représentatior des martingales et filtration naturelle quasi-continue à gauche. Sém. Prob. XV, LN. 850, 1981, p. 618-626. Zbl0465.60051MR622592
  7. [7] Jacod ( J.). Multivariate point processes : predictable projection, Radon Nikodym derivatives, representation of martingales. ZW31, 1975, p. 235-253. Zbl0302.60032MR380978
  8. [8] Neveu ( J.). Processus Ponctuels. Lecture Notes in M. 598, 1978. Ecole d'Eté de St FlourVI, 1976. Zbl0439.60044MR474493

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