Skip to main content
SpringerLink
Log in
Book cover

Séminaire de Probabilités XVII 1981/82 pp 346–348Cite as

Some remarks on single jump processes

  • Conference paper
  • First Online:

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 986))

This is a preview of subscription content, log in via an institution.

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

References

  1. BOEL (R.), VARAIYA (P.), WONG (E.). Martingales on jump processes I. SIAM J. Control, 13, 1975, p. 99–1021.

    MATH  Google Scholar 

  2. DELLACHERIE (C.). Un exemple de la théorie générale des processus. Sém. Prob. IV, Lecture Notes in M. 124, 1970.

    Google Scholar 

  3. DELLACHERIE (C.) and MEYER (P.A.). Probabilités et potentiels A. Hermann, Paris, 1975.

    MATH  Google Scholar 

  4. HE (S.W.). Necessary and sufficient conditions for quasi-left-continuity of natural σ-fields of jump processes. Journal of East China Normal University, no1, 1981, p. 24–30.

    Google Scholar 

  5. HE (S.W.) et WANG (J.G.). The total continuity of natural filtrations and the strong property of predictable representation for jump processes and processes with independent increments. Sém. Prob. XVI, LN 920, 1982, p. 348–354.

    MathSciNet  Google Scholar 

  6. ITMI (M.). Processus ponctuels marqués stochastiques. Représentation des martingales et filtration naturelle quasi-continue à gauche. Sém. Prob. XV, LN. 850, 1981, p. 618–626.

    MathSciNet  MATH  Google Scholar 

  7. JACOD (J.). Multivariate point processes: predictable projection, Radon Nikodym derivatives, representation of martingales. ZW 31, 1975, p. 235–253.

    Article  MathSciNet  MATH  Google Scholar 

  8. NEVEU (J.). Processus Ponctuels. Lecture Notes in M. 598, 1978. Ecole d’Eté de St Flour VI, 1976.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. East China Normal University, Shanghai, China

    S. W. He

  2. Institut de Recherche Mathématique Avancée, Strasbourg, France

    S. W. He

Authors
  1. S. W. He
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Jacques Azéma Marc Yor

Rights and permissions

Reprints and permissions

Copyright information

© 1983 Springer-Verlag

About this paper

Cite this paper

He, S.W. (1983). Some remarks on single jump processes. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068327

Download citation

  • DOI: https://doi.org/10.1007/BFb0068327

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12289-0

  • Online ISBN: 978-3-540-39614-7

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation