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Barlow, M. T.

Study of a filtration expanded to include an honest time. (English) Zbl 0369.60047

Z. Wahrscheinlichkeitstheor. Verw. Geb. 44, 307-323 (1978).
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Cited in 1 Review
Cited in 42 Documents

MSC:

60G40 Stopping times; optimal stopping problems; gambling theory
60H05 Stochastic integrals
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\textit{M. T. Barlow}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 44, 307--323 (1978; Zbl 0369.60047)
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References:

[1] Azéma, J., Quelques applications de la théorie générale des processus. I, Invent. Math., 18, 293-336 (1972) · Zbl 0268.60068
[2] Dellacherie, C., Capacités et processus stochastiques (1972), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0246.60032
[3] Dellacherie, C.; Meyer, P. A., Probabilités et potentiel (1975), Paris: Hermann, Paris · Zbl 0323.60039
[4] Jacod, J., Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 31, 235-253 (1975) · Zbl 0302.60032
[5] Jacod, J., Un théorème de representation pour les martingales discontinues, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 34, 225-244 (1976) · Zbl 0307.60043
[6] Jacod, J., A general theorem of representation for martingales, Proc. Sympos. Pure Math., 31, 37-53 (1977) · Zbl 0362.60068
[7] Jacod, J.; Yor, M., Étude des solutions extrémales et représentation intégrale des solutions pour certains problèmes de martingales, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 38, 83-125 (1977) · Zbl 0346.60032
[8] Jeulin, T.; Yor, M., Grossissement d’une filtration et semi-martingales: formules explicites, Sém. Probab. Strasbourg XII (1978), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0411.60045
[9] Meyer, P. A., Un cours sur les integrales stochastiques, Sém. Probab. Strasbourg X (1976), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0374.60070
[10] Meyer, P. A.; Smythe, R. T.; Walsh, J. B., Birth and death of Markov processes, Proc. 6th Berkeley Sympos. Math. Statist. Probab. Univ. Calif., 3, 293-305 (1972) · Zbl 0255.60046
[11] Millar, P. W., Random times and decomposition theorems, Proc. Sympos. Pure Math., 31, 91-103 (1977) · Zbl 0389.60058
[12] Stricker, C., Quasimartingales, martingales locales, semimartingales et filtration naturelle, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 39, 55-63 (1977) · Zbl 0362.60069
[13] Yor, M., Grossissement d’une filtration et semi-martingales: theoremes generaux, Sém. Proba. Strasbourg XII (1978), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0411.60044
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