On pathwise uniqueness and expansion of filtrations

Martin T. Barlow; Edwin A. Perkins

Séminaire de probabilités de Strasbourg (1990)

  • Volume: 24, page 194-209

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Barlow, Martin T., and Perkins, Edwin A.. "On pathwise uniqueness and expansion of filtrations." Séminaire de probabilités de Strasbourg 24 (1990): 194-209. <http://eudml.org/doc/113717>.

@article{Barlow1990,
author = {Barlow, Martin T., Perkins, Edwin A.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {pathwise uniqueness property; stochastic differential equations; stopping time},
language = {eng},
pages = {194-209},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On pathwise uniqueness and expansion of filtrations},
url = {http://eudml.org/doc/113717},
volume = {24},
year = {1990},
}

TY - JOUR
AU - Barlow, Martin T.
AU - Perkins, Edwin A.
TI - On pathwise uniqueness and expansion of filtrations
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 194
EP - 209
LA - eng
KW - pathwise uniqueness property; stochastic differential equations; stopping time
UR - http://eudml.org/doc/113717
ER -

References

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  1. M.T. Barlow: Study of a filtration expanded to include an honest time. Z.f.W. 44, 307-323 (1979). Zbl0369.60047MR509204
  2. M.T. Barlow: One dimensional stochastic differential equations with no strong solution. J. London Math. Soc. (2) 26, 335-347 (1982). Zbl0456.60062MR675177
  3. M.T. Barlow: Inequalities for upcrossings of semimartingales via Skorohod embedding. Z.f.W. 64, 457-474 (1983). Zbl0525.60058MR717754
  4. M.T. Barlow and E.A. Perkins: One dimensional stochastic differential equations involving a singular increasing process. Stochastics12, 229-249 (1984). Zbl0543.60065MR749376
  5. M.T. Barlow and E.A. Perkins: Sample path properties of stochastic integrals and stochastic differentiation. Stochastics and Stochastic Reports27, 261-293 (1989). Zbl0689.60050MR1011661
  6. M.T. Barlow and P. Protter: On convergence of semimartingales. To appear in Sém. Prob. XXIV (1990). Zbl0703.60041MR1071540
  7. C. Dellacherie and P.A. Meyer: Probabilities and potential B. Theory of martingales. North Holland, Amsterdam (1982). Zbl0494.60002MR745449
  8. N. El-Karoui: Sur les montées des semi-martingales II. Le cas discontinu. In Temps Locaux, Astérisque52-53, 73-88 (1978). 
  9. D.N. Hoover, Extending probability spaces and adapted distribution. Preprint (1989). Zbl0776.60048
  10. D.N. Hoover and H.J. Keisler: Adapted probability distributions. Trans. Amer. Math. Soc. 286, 159-201 (1984). Zbl0548.60019MR756035
  11. D.N. Hoover and E.A. Perkins: Nonstandard construction of the stochastic integral and applications to stochastic differential equations, I, II. Trans. Amer. Math. Soc. 275, 1-58 (1983). Zbl0533.60063MR678335
  12. J. Jacod and J. Memin: Weak and strong solutions of stochastic differential equations: Existence and uniqueness. In Stochastic Integrals, Lect. Notes Math.851Springer (1981). Zbl0471.60066MR620991
  13. T. Jeulin: Semimartingales et grossissement d'une filtration. Lect. Notes. Math833Springer (1980). Zbl0444.60002MR604176
  14. H.J. Keisler: An infinitesmal approach to stochastic analysis. Mem. A.M.S. 297 (1984). Zbl0529.60062MR732752
  15. J.-F. Le Gall: Applications du temps local aux equations différentielles stochastiques unidimensionelles. Sem. Prob. XVII, 15-31Lect. Notes. Math. 986Springer (1983). Zbl0527.60062MR770393
  16. C. Stricker: Quasimartingales, martingales locales, semimartingales et filtration naturelle. Z.f.W. 39, 55-63 (1977). Zbl0362.60069MR471072
  17. M. Yor: Sur le balayage des semi-martingales continues. Sém Prob XIII453-471. Lect. Notes Math. 721 (1979). Zbl0409.60042MR544815
  18. M. Yor: Rappels et préliminaires généraux. In Temps Locaux, Astérisque52-53, 17-22 (1978). MR509476

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