scientific article; zbMATH DE number 2046389

MaRDI QIDQ4451255zbMATH OpenFDO

Authors Jan Hannig

Publication date 23 February 2004

Full work available at URL http://www.numdam.org/item?id=SPS_2002__36__360_0, https://eudml.org/doc/114098

zbMATH Keywords

martingalesfiltrationpurely discontinuous martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Recommendations

• On filtration enlargements and purely discontinuous martingales
• scientific article; zbMATH DE number 3899870
• scientific article; zbMATH DE number 2046388
• scientific article; zbMATH DE number 679780
• scientific article; zbMATH DE number 3921633

Cited in

(16)

• Continuity of filtrations of sigma algebras
• scientific article; zbMATH DE number 1998867 (Why is no real title available?)
• scientific article; zbMATH DE number 2046388 (Why is no real title available?)
• On the L^1-behavior of the maximal operator for the class of martingales adapted to a given filtration
• Filtered Azéma martingales
• Statistical causality and purely discontinuous local martingales
• On filtration enlargements and purely discontinuous martingales
• scientific article; zbMATH DE number 4216857 (Why is no real title available?)
• scientific article; zbMATH DE number 5919853 (Why is no real title available?)
• scientific article; zbMATH DE number 679780 (Why is no real title available?)
• Absolutely continuous compensators
• scientific article; zbMATH DE number 3874337 (Why is no real title available?)
• scientific article; zbMATH DE number 926740 (Why is no real title available?)
• Thin times and random times' decomposition
• scientific article; zbMATH DE number 3899870 (Why is no real title available?)
• scientific article; zbMATH DE number 936412 (Why is no real title available?)

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 Q4451255)