Un théorème de représentation pour les martingales discontinues

DOI10.1007/BF00532705MaRDI QIDQ4064791zbMATH OpenFDO

Authors Jean Jacod

Publication date 1976

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

Full work available at URL https://doi.org/10.1007/BF00532705

Mathematics Subject Classification ID

Stochastic processes (60G99)

Cites work

• Capacites et processus stochastiques
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• Multivariate point processes: Predictable projection, Radon-Nikodym derivatives representation of martingales

Cited in

(21)

• Asymptotics of distributions of martingales
• Systems weakened by failures
• Dynamic reliability models with conditional proportional hazards
• Semimartingales with values in R^m_+
• Theory of stochastic processes
• Martingale characterization of random processes with independent increments
• Dynamics of multivariate default system in random environment
• Special weak Dirichlet processes and BSDEs driven by a random measure
• Single jump filtrations and local martingales
• Filtration shrinkage by level-crossings of a diffusion
• Backward SDE representation for stochastic control problems with nondominated controlled intensity
• scientific article; zbMATH DE number 3664110 (Why is no real title available?)
• scientific article; zbMATH DE number 3768706 (Why is no real title available?)
• Caractéristiques locales et conditions de continuite absolue pour les semi-martingales
• Stochastic integrals for martingales of a jump process with partially accessible jump times
• Étude des solutions extremales et représentation intégrale des solutions pour certains problèmes de martingales
• scientific article; zbMATH DE number 3554125 (Why is no real title available?)
• Study of a filtration expanded to include an honest time
• Random time changes for multivariate counting processes
• Sur l'intégrabilite uniforme des martingales exponentielles
• Sous-espaces stables de Martingales

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