Martingales, potentials and exponentials associated with a two-parameter jump process
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Publication:3664177
DOI10.1080/17442508108833189zbMath0516.60094MaRDI QIDQ3664177
Robert J. Elliott, Ata N. Al-Hussaini
Publication date: 1981
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508108833189
Radon-Nikodym derivative; conditional expectations; weak martingales; sigma fields generated by jump times
60G44: Martingales with continuous parameter
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Intensity-based inference for planar point processes, The optimal control of a two-parameter jump process, Filtrations for the two parameter jump process, Predictable projections for point process filtrations
Cites Work
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