Poisson representation of strict regular step filtrations

Frank B. Knight

Séminaire de probabilités de Strasbourg (1986)

  • Volume: 20, page 1-27

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Knight, Frank B.. "Poisson representation of strict regular step filtrations." Séminaire de probabilités de Strasbourg 20 (1986): 1-27. <http://eudml.org/doc/113526>.

@article{Knight1986,
author = {Knight, Frank B.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Poisson process; stochastic integral representation},
language = {eng},
pages = {1-27},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Poisson representation of strict regular step filtrations},
url = {http://eudml.org/doc/113526},
volume = {20},
year = {1986},
}

TY - JOUR
AU - Knight, Frank B.
TI - Poisson representation of strict regular step filtrations
JO - Séminaire de probabilités de Strasbourg
PY - 1986
PB - Springer - Lecture Notes in Mathematics
VL - 20
SP - 1
EP - 27
LA - eng
KW - Poisson process; stochastic integral representation
UR - http://eudml.org/doc/113526
ER -

References

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  1. 1. C. Dellacherie and P.-A. Meyer, Probabilités et Potentiel. Publ. de L'institut de Math. de L'univ.Strasbourg No. XV (1975). Zbl0323.60039MR488194
  2. 2. A. Benveniste and J. Jacod, Systèmes de Lévy des processus de Markov. Inventiones math., 21 (1973), 183-198. Zbl0265.60074MR343375
  3. 3. J.L. Doob, Stochastic Processes. Wiley, 1953. Zbl0053.26802MR58896
  4. 4. F.B. Knight, Essentials of Brownian motion and diffusion. Math. Surveys18, Amer. Math. Soc. (1981). Zbl0458.60002MR613983
  5. 5. F.B. Knight, Essays on the prediction process. Lecture Notes Series1, Inst. of Math. Statist. (1981). MR719690
  6. 6. F.B. Knight, On strict-sense forms of the Hida-Cramer representation. Seminar on Stochastic Processes, 1984. Cinlar, Chung, Getoor, editors. Birkhäusen (to appear). Zbl0586.60047MR896725
  7. 7. T. Kurtz, Representations of Markov processes as multiparameter time changes. The Annals of Prob.8 (1980), 682-715. Zbl0442.60072MR577310
  8. 8. Y. LeJan, Temps d'arret stricts et martingales de saut. Z. Wahrscheinlichkeitstheorie verw. Geb.44 (1978), 213-225. Zbl0369.60046MR501314
  9. 9. D. Lepingle, P.A. Meyer, and M. Yor, Extrémalité et remplissage de tribus pour certaines martingales purement discontinues. Sém. de Prob. XV, 1979/80. Lecture Notes in Math. #850, Springer-Verlag, 604-617. Zbl0461.60064MR622591
  10. 10. P.A. Meyer, Generation of σ-fields by step processes. Sém. de Prob. X. Lecture Notes in Math. #511, Springer-Verlag (1976), 118-124. Zbl0332.60018MR438448
  11. 11. P.A. Meyer, Demonstration simplifiée d'un theoreme de Knight. Sém. de Prob. V. Lecture Notes in Math. #191, Springer-Verlag (1971), 191-195. MR380972
  12. 12. A.O. Pittenger, Regular birth times for Markov processes. The Annals of Prob.9, #5 (1981), 769-780. Zbl0475.60055MR628872
  13. 13. S. Watanabe, On discontinuous additive functionals and Lévy measures of a Markov process. Jap. J. Math.34 (1964), 53-79. Zbl0141.15703MR185675

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