On a conjecture of F.B. Knight. Two characterization results related to the prediction processes
Séminaire de probabilités de Strasbourg (1990)
- Volume: 24, page 480-485
Access Full Article
top
How to cite
topGoswami, Alok. "On a conjecture of F.B. Knight. Two characterization results related to the prediction processes." Séminaire de probabilités de Strasbourg 24 (1990): 480-485. <http://eudml.org/doc/113743>.
@article{Goswami1990,
author = {Goswami, Alok},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {prediction processes; cadlag processes; pure-jump processes},
language = {eng},
pages = {480-485},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On a conjecture of F.B. Knight. Two characterization results related to the prediction processes},
url = {http://eudml.org/doc/113743},
volume = {24},
year = {1990},
}
TY - JOUR
AU - Goswami, Alok
TI - On a conjecture of F.B. Knight. Two characterization results related to the prediction processes
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 480
EP - 485
LA - eng
KW - prediction processes; cadlag processes; pure-jump processes
UR - http://eudml.org/doc/113743
ER -
References
top- [1] Boel ( R.), Varaiya ( P.) and Wong ( E.). Martingales on jump processes. I : Representation results. SIAM J. Control, 13,1975, p. 999-1021. Zbl0372.60061MR400379
- [2] Knight ( F.B.). Essays on the Prediction Process, Essay I, Institute of Math. StatisticsLecture Notes Series, Vol. I, S.S. Gupta, Hayward, California, 1981. MR719690
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.