On filtrations related to purely discontinuous martingales

Jan Hannig

Séminaire de probabilités de Strasbourg (2002)

  • Volume: 36, page 360-365

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Hannig, Jan. "On filtrations related to purely discontinuous martingales." Séminaire de probabilités de Strasbourg 36 (2002): 360-365. <http://eudml.org/doc/114098>.

@article{Hannig2002,
author = {Hannig, Jan},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {martingales; purely discontinuous martingales; filtration},
language = {eng},
pages = {360-365},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On filtrations related to purely discontinuous martingales},
url = {http://eudml.org/doc/114098},
volume = {36},
year = {2002},
}

TY - JOUR
AU - Hannig, Jan
TI - On filtrations related to purely discontinuous martingales
JO - Séminaire de probabilités de Strasbourg
PY - 2002
PB - Springer - Lecture Notes in Mathematics
VL - 36
SP - 360
EP - 365
LA - eng
KW - martingales; purely discontinuous martingales; filtration
UR - http://eudml.org/doc/114098
ER -

References

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  1. [1] Claude Dellacherie and Paul-André Meyer.Probabilities and potential. North-Holland Publishing Co., Amsterdam, 1978. Zbl0494.60001MR521810
  2. [2] Claude Dellacherie and Paul-André Meyer.Probabilities and potential. B. North-Holland Publishing Co., Amsterdam, 1982. Theory of martingales, Translated from the French by J. P. Wilson. Zbl0494.60002MR745449
  3. [3] Jan Hannig. On purely discontinuous martingales. Ph.d. dissertation, Michigan State University, 2000. Zbl1040.60035
  4. [4] Sheng Wu He, Jia Gang Wang, and Jia An Yan. Semimartingale theory and stochastic calculus. Kexue Chubanshe (Science Press), Beijing, 1992. Zbl0781.60002MR1219534
  5. [5] J. Jacod and A.V. Skorohod. Jumping filtrations and martingales with finite variation. In Séminaire de Probabilités, XXVIII, pages 21-35. Springer, Berlin, 1994. Zbl0814.60039MR1329098
  6. [6] Jean Jacod. Calcul stochastique et problèmes de martingales. Springer, Berlin, 1979. Zbl0414.60053MR542115
  7. [7] Thierry Jeulin. Semi-martingales et grossissement d'une filtration. Springer, Berlin, 1980. Zbl0444.60002MR604176
  8. [8] Philip Protter. Stochastic integration and differential equations. Springer-Verlag, Berlin, 1990. A new approach. Zbl0694.60047MR1037262

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