The representation of Poisson functionals

Sheng-Wu He

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 349-352

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He, Sheng-Wu. "The representation of Poisson functionals." Séminaire de probabilités de Strasbourg 17 (1983): 349-352. <http://eudml.org/doc/113452>.

@article{He1983,
author = {He, Sheng-Wu},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local martingale; predictable stopping time},
language = {eng},
pages = {349-352},
publisher = {Springer - Lecture Notes in Mathematics},
title = {The representation of Poisson functionals},
url = {http://eudml.org/doc/113452},
volume = {17},
year = {1983},
}

TY - JOUR
AU - He, Sheng-Wu
TI - The representation of Poisson functionals
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 349
EP - 352
LA - eng
KW - local martingale; predictable stopping time
UR - http://eudml.org/doc/113452
ER -

References

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  1. [1] Chou ( C.S.) et Meyer ( P.A.). Sur la représentation des martingales comme intégrales stochastiques dans les processus ponctuels. Sém. Prob. IX, 1975, p. 226-236. LN465. Zbl0326.60065MR436310
  2. [2] Davis ( M.H.A.). The representation of martingales of jump processesSIAM J. of Control and Optim.14, 1976, p. 623-638. Zbl0337.60048MR418221
  3. [3] Dudley ( R.M.). Wiener functionals as Itô integrals. Ann. Prob.5, 1977, p. 140-141. Zbl0359.60071MR426151
  4. [4] Emery ( M.), Stricker ( C.) et Yan ( J.A.). Valeurs prises par les martingales locales continues en un temps d'arrêt. A paraître. ( Preprint : Publications IRMA, Strasbourg1982 ). MR704549
  5. [5] Jacod ( J.). Multivariate point processes : predictable projection, Radon Nikodym derivatives, representation of martingales. ZW31, 1976, p. 235-253. Zbl0302.60032MR380978

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