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:
Displaying similar documents to “Duality and quasi-continuity for supermartingales”
Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.
Approximation of predictable characteristics of processes with filtrations
Leszek Slominski (1987)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarks on single jump processes
Sheng-Wu He (1983)
Séminaire de probabilités de Strasbourg
Similarity:
Occupation times of Lévy processes as quadratic variations
Nathalie Eisenbaum (2001)
Séminaire de probabilités de Strasbourg
Similarity:
The total continuity of natural filtrations
Sheng-Wu He, Jia-Gang Wang (1982)
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 processes with conditional independent increments and stable convergence in law
Jean Jacod (2002)
Séminaire de probabilités de Strasbourg
Similarity:
Martingales on random sets and the strong martingale property.
Sharpe, Michael J. (2000)
Electronic Journal of Probability [electronic only]
Similarity:
Weak convergence of jump processes
Aihua Xia (1992)
Séminaire de probabilités de Strasbourg
Similarity: