scientific article; zbMATH DE number 3328740

MaRDI QIDQ5607002zbMATH OpenFDO

Authors Claude Dellacherie

Publication date 1970

Full work available at URL http://www.numdam.org/item?id=SPS_1970__4__60_0, https://eudml.org/doc/112907

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

Cited in

(11)

• Single jump filtrations and local martingales
• No arbitrage in a simple credit risk model
• scientific article; zbMATH DE number 3940360 (Why is no real title available?)
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Stability of the classification of stopping times
• Sur les helices du flot special sous une fonction
• The uniform integrability of martingales. On a question by Alexander Cherny
• Single jump filtrations: preservation of the local martingale property with respect to the filtration generated by the local martingale
• The joint law of a max-continuous local submartingale and its maximum
• scientific article; zbMATH DE number 3062442 (Why is no real title available?)
• Single jump processes and strict local martingales

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