The total continuity of natural filtrations
Sheng-Wu He, Jia-Gang Wang (1982)
Séminaire de probabilités de Strasbourg
Similarity:
Displaying similar documents to “Poisson representation of strict regular step filtrations”
The total continuity of natural filtrations
Occupation times of Lévy processes as quadratic variations
Nathalie Eisenbaum (2001)
Séminaire de probabilités de Strasbourg
Similarity:
On the Azéma martingales
Michel Émery (1989)
Séminaire de probabilités de Strasbourg
Similarity:
Approximation of predictable characteristics of processes with filtrations
Leszek Slominski (1987)
Séminaire de probabilités de Strasbourg
Similarity:
Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.
Mishura, Yu., Oltsik, Ya. (1999)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
On processes with conditional independent increments and stable convergence in law
Jean Jacod (2002)
Séminaire de probabilités de Strasbourg
Similarity:
On Lévy's downcrossing theorem and various extensions
Bernard Maisonneuve (1981)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarks on the optional decomposition theorem
Christophe Stricker, Jia-An Yan (1998)
Séminaire de probabilités de Strasbourg
Similarity:
On continuous conditional gaussian martingales and stable convergence in law
Jean Jacod (1997)
Séminaire de probabilités de Strasbourg
Similarity: