Poisson representation of strict regular step filtrations
Séminaire de probabilités de Strasbourg, Tome 20 (1986), pp. 1-27.
@article{SPS_1986__20__1_0,
     author = {Knight, Frank B.},
     title = {Poisson representation of strict regular step filtrations},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {1--27},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {20},
     year = {1986},
     mrnumber = {942009},
     zbl = {0611.60033},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1986__20__1_0/}
}
TY  - JOUR
AU  - Knight, Frank B.
TI  - Poisson representation of strict regular step filtrations
JO  - Séminaire de probabilités de Strasbourg
PY  - 1986
SP  - 1
EP  - 27
VL  - 20
PB  - Springer - Lecture Notes in Mathematics
UR  - http://www.numdam.org/item/SPS_1986__20__1_0/
LA  - en
ID  - SPS_1986__20__1_0
ER  - 
%0 Journal Article
%A Knight, Frank B.
%T Poisson representation of strict regular step filtrations
%J Séminaire de probabilités de Strasbourg
%D 1986
%P 1-27
%V 20
%I Springer - Lecture Notes in Mathematics
%U http://www.numdam.org/item/SPS_1986__20__1_0/
%G en
%F SPS_1986__20__1_0
Knight, Frank B. Poisson representation of strict regular step filtrations. Séminaire de probabilités de Strasbourg, Tome 20 (1986), pp. 1-27. http://www.numdam.org/item/SPS_1986__20__1_0/

1. C. Dellacherie and P.-A. Meyer, Probabilités et Potentiel. Publ. de L'institut de Math. de L'univ. Strasbourg No. XV (1975). | MR | Zbl

2. A. Benveniste and J. Jacod, Systèmes de Lévy des processus de Markov. Inventiones math., 21 (1973), 183-198. | MR | Zbl

3. J.L. Doob, Stochastic Processes. Wiley, 1953. | MR | Zbl

4. F.B. Knight, Essentials of Brownian motion and diffusion. Math. Surveys 18, Amer. Math. Soc. (1981). | MR | Zbl

5. F.B. Knight, Essays on the prediction process. Lecture Notes Series 1, Inst. of Math. Statist. (1981). | MR

6. F.B. Knight, On strict-sense forms of the Hida-Cramer representation. Seminar on Stochastic Processes, 1984. Cinlar, Chung, Getoor, editors. Birkhäusen (to appear). | MR | Zbl

7. T. Kurtz, Representations of Markov processes as multiparameter time changes. The Annals of Prob. 8 (1980), 682-715. | MR | Zbl

8. Y. Lejan, Temps d'arret stricts et martingales de saut. Z. Wahrscheinlichkeitstheorie verw. Geb. 44 (1978), 213-225. | MR | Zbl

9. D. Lepingle, P.A. Meyer, and M. Yor, Extrémalité et remplissage de tribus pour certaines martingales purement discontinues. Sém. de Prob. XV, 1979/80. Lecture Notes in Math. #850, Springer-Verlag, 604-617. | Numdam | MR | Zbl

10. P.A. Meyer, Generation of σ-fields by step processes. Sém. de Prob. X. Lecture Notes in Math. #511, Springer-Verlag (1976), 118-124. | Numdam | MR | Zbl

11. P.A. Meyer, Demonstration simplifiée d'un theoreme de Knight. Sém. de Prob. V. Lecture Notes in Math. #191, Springer-Verlag (1971), 191-195. | Numdam | MR

12. A.O. Pittenger, Regular birth times for Markov processes. The Annals of Prob. 9, #5 (1981), 769-780. | MR | Zbl

13. S. Watanabe, On discontinuous additive functionals and Lévy measures of a Markov process. Jap. J. Math. 34 (1964), 53-79. | MR | Zbl