Filtrations for the two parameter jump process
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Publication:1105915
DOI10.1016/0047-259X(85)90054-5zbMath0649.60057MaRDI QIDQ1105915
Robert J. Elliott, Ata N. Al-Hussaini
Publication date: 1985
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
jump process; integral representation for martingales; Optional and predictable projections; stopping lines
Related Items
Point processes indexed by directed sets, On point processes in the plane, Predictable projections for point process filtrations
Cites Work
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- Stopping for two-dimensional stochastic processes
- Martingales, potentials and exponentials associated with a two-parameter jump process
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- Component Failure and Compensators