scientific article; zbMATH DE number 3982172

MaRDI QIDQ3746586zbMATH OpenFDO

Authors Giorgio Letta, Franco Fagnola

Publication date 1986

Full work available at URL http://www.numdam.org/item?id=SPS_1986__20__28_0, https://eudml.org/doc/113545

zbMATH Keywords

characterisation of a Poisson processpredictable representation for local martingales

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) General theory of stochastic processes (60G07)

Recommendations

• Publication:4722941
• scientific article; zbMATH DE number 3996773
• scientific article; zbMATH DE number 3988371
• Sur une caractérisation classique du processus de Poisson
• Un esempio di applicazione della teoria «generale» dei processi a un problema di rappresentazione di martingale

Cited in

(6)

• scientific article; zbMATH DE number 3988371 (Why is no real title available?)
• scientific article; zbMATH DE number 4067971 (Why is no real title available?)
• On a martingale representation theorem of m. h. a. davis-a markovian approach
• scientific article; zbMATH DE number 3996773 (Why is no real title available?)
• scientific article; zbMATH DE number 3996772 (Why is no real title available?)
• Un esempio di applicazione della teoria «generale» dei processi a un problema di rappresentazione di martingale

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3746586)