scientific article; zbMATH DE number 3511348
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Publication:4091204
zbMATH Open0326.60065MaRDI QIDQ4091204FDOQ4091204
Authors: Ching-Sung Chou, Paul-André Meyer 
Publication date: 1975
Full work available at URL: http://www.numdam.org/item?id=SPS_1975__9__226_0
Title of this publication is not available (Why is that?)
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- An example of martingale representation in progressive enlargement by an accessible random time
- A note on chaotic and predictable representations for Itô-Markov additive processes
- Filtrations for the two parameter jump process
- Random walks on discrete cylinders with large bases and random interlacements
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- The martingales of an independent increment process
- An image-based filter for discrete-time Markovian jump linear systems
- Single jump filtrations and local martingales
- Stability of the classification of stopping times
- Stochastic integrals for martingales of a jump process with partially accessible jump times
- Single jump processes and strict local martingales
- Time-dynamic evaluations under non-monotone information generated by marked point processes
- Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case
- The joint law of a max-continuous local submartingale and its maximum
- Levy functionals and jump process martingales
- Nonlinear reserving and multiple contract modifications in life insurance
- On stochastic control for time changed Lévy dynamics
- The predictable representation property of compensated-covariation stable families of martingales
- Integral representations of martingales for progressive enlargements of filtrations
- Un esempio di applicazione della teoria «generale» dei processi a un problema di rappresentazione di martingale
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