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Processus Aléatoires à Deux Indices pp 202–210Cite as

The conditional independence property in filtrations associated to stopping lines

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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 863))

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References

  1. Bakry, D. "Sur la régularite des trajectoires des martingales à deux indices". Zfw 50, 149–157 (1979).

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  2. Cairoli, R. and Walsh, J. B. "On changing time". Séminaire de Probabilités XI. L. N. in Math. 581. Springer Verlag.

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  3. Chou, C.S. et Meyer, P.A. "Sur la répresentation des martingales comme intégrales stochastiques dans les processus ponctuels". Séminaire de Probabilités IX. L.N. in Math. 465. Springer Verlag.

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  4. Dellacherie, C. et Meyer, P.A. "Probabilités et Potentiel". Hermann, 1975.

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  5. Mazziotto,G. et Szpirglas, J. "Un example de processus à deux indices sans l'hypothèse F4". Séminaire de Probabilités 1979–1980. Préprint.

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  6. Merzbach, E. "Stopping for two-dimensional stochastic processes". Stochastic Proc. and their applications. 10, 49–63 (1980).

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  7. Nualart, D. and Sanz, M. "Changing time for two-parameter strong martingales". Preprint.

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Author information

Authors and Affiliations

  1. Dep. d'Estadística Matemàtica Facultat de Matemàtiques, Universitat de Barcelona, Barcelona, Spain

    D. Nualart

  2. Dep. d'Estadística Matemàtica Secció de Matemàtiques Facultat de Ciències, Universitat Autònoma de Barcelona, Bellaterra, Spain

    M. Sanz

Authors
  1. D. Nualart
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  2. M. Sanz
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Hayri Korezlioglu Gerald Mazziotto Jacques Szpirglas

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© 1981 Springer-Verlag

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Nualart, D., Sanz, M. (1981). The conditional independence property in filtrations associated to stopping lines. In: Korezlioglu, H., Mazziotto, G., Szpirglas, J. (eds) Processus Aléatoires à Deux Indices. Lecture Notes in Mathematics, vol 863. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0091101

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  • DOI: https://doi.org/10.1007/BFb0091101

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10832-0

  • Online ISBN: 978-3-540-38718-3

  • eBook Packages: Springer Book Archive

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