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Barlow, Martin T.; Perkins, Edwin A.
On pathwise uniqueness and expansion of filtrations. Séminaire de probabilités de Strasbourg, 24 (1990), p. 194-209
Full text djvu | pdf | Reviews MR 1071541 | Zbl 0706.60058 | 1 citation in Numdam
stable URL: http://www.numdam.org/item?id=SPS_1990__24__194_0
M.T. Barlow: Study of a filtration expanded to include an honest time. Z.f.W. 44, 307-323 (1979). MR 509204 | Zbl 0369.60047
M.T. Barlow: One dimensional stochastic differential equations with no strong solution. J. London Math. Soc. (2) 26, 335-347 (1982). MR 675177 | Zbl 0456.60062
M.T. Barlow: Inequalities for upcrossings of semimartingales via Skorohod embedding. Z.f.W. 64, 457-474 (1983). MR 717754 | Zbl 0525.60058
M.T. Barlow and E.A. Perkins: One dimensional stochastic differential equations involving a singular increasing process. Stochastics 12, 229-249 (1984). MR 749376 | Zbl 0543.60065
M.T. Barlow and E.A. Perkins: Sample path properties of stochastic integrals and stochastic differentiation. Stochastics and Stochastic Reports 27, 261-293 (1989). MR 1011661 | Zbl 0689.60050
M.T. Barlow and P. Protter: On convergence of semimartingales. To appear in Sém. Prob. XXIV (1990).
Numdam | MR 1071540 | Zbl 0703.60041
C. Dellacherie and P.A. Meyer: Probabilities and potential B. Theory of martingales. North Holland, Amsterdam (1982). MR 745449 | Zbl 0494.60002
N. El-Karoui: Sur les montées des semi-martingales II. Le cas discontinu. In Temps Locaux, Astérisque 52-53, 73-88 (1978).
D.N. Hoover, Extending probability spaces and adapted distribution. Preprint (1989).
D.N. Hoover and H.J. Keisler: Adapted probability distributions. Trans. Amer. Math. Soc. 286, 159-201 (1984). MR 756035 | Zbl 0548.60019
D.N. Hoover and E.A. Perkins: Nonstandard construction of the stochastic integral and applications to stochastic differential equations, I, II. Trans. Amer. Math. Soc. 275, 1-58 (1983). MR 678335 | Zbl 0533.60063
J. Jacod and J. Memin: Weak and strong solutions of stochastic differential equations: Existence and uniqueness. In Stochastic Integrals, Lect. Notes Math. 851 Springer (1981). MR 620991 | Zbl 0471.60066
T. Jeulin: Semimartingales et grossissement d'une filtration. Lect. Notes. Math 833 Springer (1980). MR 604176 | Zbl 0444.60002
H.J. Keisler: An infinitesmal approach to stochastic analysis. Mem. A.M.S. 297 (1984). MR 732752 | Zbl 0529.60062
J.-F. Le Gall: Applications du temps local aux equations différentielles stochastiques unidimensionelles. Sem. Prob. XVII, 15-31 Lect. Notes. Math. 986 Springer (1983).
Numdam | MR 770393 | Zbl 0527.60062
C. Stricker: Quasimartingales, martingales locales, semimartingales et filtration naturelle. Z.f.W. 39, 55-63 (1977). MR 471072 | Zbl 0362.60069
M. Yor: Sur le balayage des semi-martingales continues. Sém Prob XIII 453-471. Lect. Notes Math. 721 (1979).
Numdam | MR 544815 | Zbl 0409.60042
M. Yor: Rappels et préliminaires généraux. In Temps Locaux, Astérisque 52-53, 17-22 (1978). MR 509476 |
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