×

Un théorème de représentation pour les martingales discontinues. (French) Zbl 0307.60043


MSC:

60G99 Stochastic processes
PDF BibTeX XML Cite
Full Text: DOI

References:

[1] Dellacherie, C., Capacités et processus stochastiques (1972), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0246.60032
[2] Doléans-Dade, C.; Meyer, P. A., Intégrales stochastiques par rapport aux martingales locales, Sém. Proba. IV (1970), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0211.21901
[3] El-Karoui, N, Lepeltier, J.P.: Processus de Poisson ponctuel associé à un processus ponctuel, représentation des martingales de carré intégrables quasi-continues à gauche. A paraÎtre · Zbl 0339.60046
[4] Getoor, R. K., On the construction of kernels, Sém. Probab. IX (1975), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0321.60056
[5] Grigelionis, B., On representation of integer-valued random measures by means of stochastic integrals with respect to the Poisson measure, Litovsk. Math. Sb., XI, 93-108 (1971) · Zbl 0239.60050
[6] Jacod, J., Multivariate point processes: predictable projection, Radon-Nikodym derivatives and representation of martingales, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 31, 235-253 (1975) · Zbl 0302.60032
[7] Meyer, P. A., Probabilités et potentiel (1966), Paris: Hermann, Paris · Zbl 0138.10402
[8] Meyer, P. A., Processus de Poisson ponctuels d’après K, Ito. Sém. Proba. V (1971), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York
[9] Skorokhod, A. V., Studies in the theory of random processes (1965), Reading: Addison-Wesley, Reading · Zbl 0146.37701
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.