Filtrations for the two parameter jump process

DOI10.1016/0047-259X(85)90054-5MaRDI QIDQ1105915zbMATH OpenFDO

Authors Robert J. Elliott, Ata N. Al-Hussaini

Publication date 1985

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

jump processintegral representation for martingalesOptional and predictable projectionsstopping lines

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Generalizations of martingales (60G48)

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• scientific article; zbMATH DE number 3390061 (Why is no real title available?)
• Component Failure and Compensators
• Martingales, potentials and exponentials associated with a two-parameter jump process
• Predictable and dual predictable projections of two-parameter stochastic processes
• Stopping for two-dimensional stochastic processes

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