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The total continuity of natural filtrations and the strong property of predictable representation for jump processes and processes with independent increments

  • He Sheng Wu
  • Wang Jia Gang
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 920)

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References

  1. 1.
    C. DELLACHERIE et P.A. MEYER. Probabilités et Potentiel. 2nd edition Hermann, Paris, 1976.zbMATHGoogle Scholar
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    J. JACOD. Calcul stochastique et problèmes de martingales. Lecture Notes in M. no 714. Springer 1979.Google Scholar
  3. 3.
    YAN Jia-An. An introduction to martingales and stochastic integral theory. Shanghai, 1981 (in Chinese).Google Scholar
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    HE Sheng Wu. Necessary and sufficient conditions for quasi-left-continuity of natural σ-fields of jump processes. Journal of East China Normal University, 1, 1981, p. 24–30 (in Chinese).Google Scholar
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    WANG Jia Gang. Some remarks on processes with independent increments. Sém. Prob. XV, LN in M. 850, 1981, p. 627–631.MathSciNetGoogle Scholar
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    M. ITMI. Processus ponctuels marqués stochastiques. Représentation des martingales et filtration naturelle quasi-continue à gauche. Sém. Prob. XV, LN in M. no 850, 1981, p. 618–626.MathSciNetzbMATHGoogle Scholar
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    K.P. PARTHASARATHY, Square integrable martingales orthogonal to every stochastic integral. Stoch. Processes and Appl. 7, 1978, p. 1–7.MathSciNetCrossRefzbMATHGoogle Scholar

Prof. P.A. Meyer suggested also the reference

  1. 8.
    Y. Le JAN. Temps d'arrêt stricts et martingales de sauts, ZW 44, 1978, p. 213–226, where questions closely related to total continuity are studied).CrossRefzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1982

Authors and Affiliations

  • He Sheng Wu
    • 1
    • 2
  • Wang Jia Gang
    • 3
  1. 1.Department of MathematicsEast China Normal UniversityShanghaiChina
  2. 2.Institut de Recherche Mathématique AvancéeStrasbourg-Cedex
  3. 3.Institute of MathematicsFuDan UniversityShanghaiChina

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