Stochastic integrals for martingales of a jump process with partially accessible jump times
- 1 January 1976
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 36 (3), 213-226
- https://doi.org/10.1007/bf00532546
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- The Representation of Martingales of Jump ProcessesSIAM Journal on Control and Optimization, 1976
- Un théorème de représentation pour les martingales discontinuesProbability Theory and Related Fields, 1976
- Martingales on Jump Processes. I: Representation ResultsSIAM Journal on Control, 1975
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingalesProbability Theory and Related Fields, 1975
- Capacités et processus stochastiquesPublished by Springer Nature ,1972
- The Representation of Functionals of Brownian Motion by Stochastic IntegralsThe Annals of Mathematical Statistics, 1970
- On Square Integrable MartingalesNagoya Mathematical Journal, 1967