Extending probability spaces and adapted distribution

Douglas N. Hoover

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 560-574

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Hoover, Douglas N.. "Extending probability spaces and adapted distribution." Séminaire de probabilités de Strasbourg 26 (1992): 560-574. <http://eudml.org/doc/113823>.

@article{Hoover1992,
author = {Hoover, Douglas N.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {adapted distribution; stochastic process; stochastic basis; filtration; general theory of processes; stochastic differential equations},
language = {eng},
pages = {560-574},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Extending probability spaces and adapted distribution},
url = {http://eudml.org/doc/113823},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Hoover, Douglas N.
TI - Extending probability spaces and adapted distribution
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 560
EP - 574
LA - eng
KW - adapted distribution; stochastic process; stochastic basis; filtration; general theory of processes; stochastic differential equations
UR - http://eudml.org/doc/113823
ER -

References

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  1. [A] D.J. Aldous, Weak convergence and the general theory of processes, Unpublished (1980). 
  2. [AB] D.J. Aldous and M. Barlow, On countable dense random sets, in "Séminaire de Probabilités XV," Lecture Notes in Mathematics850, Springer, Berlin, 1981, pp. 311-327. Zbl0457.60030MR622573
  3. [Ash] R.B. Ash, "Real Analysis and Probability , "Academic Press, New York, 1972. Zbl0249.28001MR435320
  4. [H1] D.N. Hoover, Synonymity, generalized martingales, and subfiltrations, Annals of Probability12 (1984), 703-713. Zbl0545.60040MR744227
  5. [H2] D.N. Hoover, A characterization of adapted distribution, Annals of Probability15 (1987), 1600-1611. Zbl0634.60033MR905352
  6. [H3] D.N. Hoover, Adapted distribution, in "Proceedings of Bernoulli Society First World Congress, vol. I," VNU Science Press, 1987, pp. 201-204. Zbl0683.60025MR1092353
  7. [H4] D.N. Hoover, A Skorokhod Convergence Theorem for the general theory of processes, Probability Theory and Related Fields (1991) (to appear). MR1113218
  8. [HK] D.N. Hoover and H.J. Keisler, Adapted probability distributions, Trans. Amer. Math. Soc.286 (1984), 159-201. Zbl0548.60019MR756035
  9. [J] J. Jacod, "Calcul Stochastic et Problèmes de Martingales," Lecture Notes in Mathematics714, Springer, Berlin, 1978. Zbl0414.60053MR542115
  10. [JM] J. Jacod and J. Memin, Existence of weak solutions for stochastic differential equations with driving semimartingales, Stochastics4 (1984), 317-337. Zbl0454.60057MR609691
  11. [Je] T. Jeulin, "Semi-Martingales et Grossissement d'une Filtration , "Lecture Notes in Mathematics833, Springer, Berlin, 1980. Zbl0444.60002MR604176
  12. [Kn] F.B. Knight, A predictive view of continuous time processes, Annals of Probability3 (1975), 573-596. Zbl0317.60018MR383513
  13. [Lo] M. Loève, "Probability Theory , "D. van Nostrand, New York, 1955. Zbl0066.10903MR66573
  14. [MZh] P.-A. Meyer and W.A. Zheng, Tightness criteria for laws of semimartingales, Annales de l'Institut Henri Poincaré20 (1984), 353-372. Zbl0551.60046MR771895
  15. [S] G. Sacks, "Saturated Model Theory," W. A. Benjamin, Reading, Massachusetts, 1972. Zbl0242.02054MR398817

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