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

60G40 Stopping times; optimal stopping problems; gambling theory
60H05 Stochastic integrals
Full Text: DOI
[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. Berlin-Heidelberg-New York: Springer 1972 · Zbl 0246.60032
[3] Dellacherie, C., Meyer, P.A.: Probabilités et potentiel. Hermann: Paris 1975
[4] Jacod, J.: Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales. Z. Wahrscheinlichkeitstheorie verw. Gebiete31, 235-253 (1975) · Zbl 0302.60032
[5] Jacod, J.: Un théorème de representation pour les martingales discontinues. Z. Wahrscheinlichkeitstheorie verw. Gebiete34, 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. Gebiete38, 83-125 (1977) · Zbl 0346.60032
[8] Jeulin, T., Yor, M.: Grossissement d’une filtration et semi-martingales: formules explicites. Sém. Probab. Strasbourg XII, Lect. Notes Math. 649. Berlin-Heidelberg-New York: Springer 1978 · Zbl 0411.60045
[9] Meyer, P.A.: Un cours sur les integrales stochastiques. Sém. Probab. Strasbourg X, Lect. Notes Math. 511. Berlin-Heidelberg-New York: Springer 1976 · 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. Gebiete39, 55-63 (1977) · Zbl 0362.60069
[13] Yor, M.: Grossissement d’une filtration et semi-martingales: theoremes generaux. Sém. Proba. Strasbourg XII, Lect. Notes Math. Berlin-Heidelberg-New York: Springer 1978
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