Poisson representation of strict regular step filtrations

Frank B. Knight

Séminaire de probabilités de Strasbourg (1986)

  • Volume: 20, page 1-27

How to cite


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

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},

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 -


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  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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