Jumping filtrations and martingales with finite variation

Jean Jacod; Anatoli Vladimirovich Skorohod

Séminaire de probabilités de Strasbourg (1994)

  • Volume: 28, page 21-35

How to cite

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Jacod, Jean, and Skorohod, Anatoli Vladimirovich. "Jumping filtrations and martingales with finite variation." Séminaire de probabilités de Strasbourg 28 (1994): 21-35. <http://eudml.org/doc/113877>.

@article{Jacod1994,
author = {Jacod, Jean, Skorohod, Anatoli Vladimirovich},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic integrals; jumping filtrations; locally finite variation; random measures},
language = {fre},
pages = {21-35},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Jumping filtrations and martingales with finite variation},
url = {http://eudml.org/doc/113877},
volume = {28},
year = {1994},
}

TY - JOUR
AU - Jacod, Jean
AU - Skorohod, Anatoli Vladimirovich
TI - Jumping filtrations and martingales with finite variation
JO - Séminaire de probabilités de Strasbourg
PY - 1994
PB - Springer - Lecture Notes in Mathematics
VL - 28
SP - 21
EP - 35
LA - fre
KW - stochastic integrals; jumping filtrations; locally finite variation; random measures
UR - http://eudml.org/doc/113877
ER -

References

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  1. [1] J. Jacod: Calcul stochastique et problèmes de martingales. Lect. Notes In Math., 714. Springer Verlag: Berlin, 1979. Zbl0414.60053MR542115

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