Two results on jump processes

Sheng-Wu He; Jia-Gang Wang

Séminaire de probabilités de Strasbourg (1984)

  • Volume: 18, page 256-267

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He, Sheng-Wu, and Wang, Jia-Gang. "Two results on jump processes." Séminaire de probabilités de Strasbourg 18 (1984): 256-267. <http://eudml.org/doc/113486>.

@article{He1984,
author = {He, Sheng-Wu, Wang, Jia-Gang},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {predictable dual projection; predictable representation},
language = {eng},
pages = {256-267},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Two results on jump processes},
url = {http://eudml.org/doc/113486},
volume = {18},
year = {1984},
}

TY - JOUR
AU - He, Sheng-Wu
AU - Wang, Jia-Gang
TI - Two results on jump processes
JO - Séminaire de probabilités de Strasbourg
PY - 1984
PB - Springer - Lecture Notes in Mathematics
VL - 18
SP - 256
EP - 267
LA - eng
KW - predictable dual projection; predictable representation
UR - http://eudml.org/doc/113486
ER -

References

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  1. [1] Chow, C.S., Meyer, P.A.: Sur la représentation des martingales comme intégrales stochastiques dans les processus ponctuels. Sém. Prob. IX. Lecture Notes in Math. n° 465, 1975, 226-236. Zbl0326.60065MR436310
  2. [2] Gihman, I.I., Skorohod, A.N.: The theory of Stochastic Processes II. 1975, Springer-Verlag. Zbl0305.60027MR375463
  3. [3] He, S.W.: Necessary and sufficient conditions for quasi-left-continuity of natural σ-fields of jump processes. Journal of East China Normal University, 1981, 24-30. Zbl0516.60050
  4. [4] He, S.W., 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. Lecture Notes in Math. n° 920, 1982, 348-354. Zbl0505.60055MR658696
  5. [5] Itmi, M.: Processus ponctuels marqués stochastiques. Representation des martingales et filtration naturelle quasi-continue à gauche. Sém. Prob. XV. Lecture Notes in Math. n° 850, 1981, 618-626. Zbl0465.60051MR622592
  6. [6] Jacobsen, M.: A characterization of minimal Markov jump processes. Z. Warhscheinlichkeitstheorie verw. Geb.23, 1972, 32-46. Zbl0242.60024MR310978
  7. [7] Jacod, J.: Multivariate point processes, predictable projection, Radon-Nikodym derivatives, representation of martingales. Z. Warhscheinlichkeitstheorie verw. Geb.31, 1975, 235-253. Zbl0302.60032MR380978
  8. [8] Jacod, J.: Calcul Stochastique et Problèmes de Martingales. Lecture Notes in Math. n° 714, 1979. Springer-Verlag. Zbl0414.60053MR542115
  9. [9] Wang, J.G.: Some remarks on processes with independent increments. Sém. Prob. XV. Lecture Notes in Math. n° 850, 1981, 627-631. Zbl0486.60069MR622593

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