Un th�or�me de repr�sentation pour les martingales discontinues

DOI10.1007/BF00532705zbMATH Open0307.60043MaRDI QIDQ4064791FDOQ4064791

Authors: Jean Jacod 

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic processes (60G99)

Cites Work

• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
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Cited In (21)

• Sous-espaces stables de martingales
• Study of a filtration expanded to include an honest time
• �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
• Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
• Backward SDE representation for stochastic control problems with nondominated controlled intensity
• Single jump filtrations and local martingales
• Semimartingales with values in \(R^m_+\)
• Stochastic integrals for martingales of a jump process with partially accessible jump times
• Title not available (Why is that?)
• Systems weakened by failures
• Special weak Dirichlet processes and BSDEs driven by a random measure
• Filtration shrinkage by level-crossings of a diffusion
• Theory of stochastic processes
• Random time changes for multivariate counting processes
• Title not available (Why is that?)
• Dynamic reliability models with conditional proportional hazards
• Dynamics of multivariate default system in random environment
• Asymptotics of distributions of martingales
• Martingale characterization of random processes with independent increments
• Title not available (Why is that?)
• Sur l'int�grabilit� uniforme des martingales exponentielles

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