@article{SPS_2002__36__360_0,
author = {Hannig, Jan},
title = {On filtrations related to purely discontinuous martingales},
journal = {S\'eminaire de probabilit\'es},
pages = {360--365},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {36},
year = {2002},
mrnumber = {1971597},
zbl = {1040.60035},
language = {en},
url = {https://www.numdam.org/item/SPS_2002__36__360_0/}
}
Hannig, Jan. On filtrations related to purely discontinuous martingales. Séminaire de probabilités, Volume 36 (2002), pp. 360-365. https://www.numdam.org/item/SPS_2002__36__360_0/
[1] and .Probabilities and potential. North-Holland Publishing Co., Amsterdam, 1978. | Zbl | MR
[2] and .Probabilities and potential. B. North-Holland Publishing Co., Amsterdam, 1982. Theory of martingales, Translated from the French by J. P. Wilson. | Zbl | MR
[3] . On purely discontinuous martingales. Ph.d. dissertation, Michigan State University, 2000.
[4] , , and . Semimartingale theory and stochastic calculus. Kexue Chubanshe (Science Press), Beijing, 1992. | Zbl | MR
[5] and . Jumping filtrations and martingales with finite variation. In Séminaire de Probabilités, XXVIII, pages 21-35. Springer, Berlin, 1994. | Zbl | MR | Numdam
[6] . Calcul stochastique et problèmes de martingales. Springer, Berlin, 1979. | Zbl | MR
[7] . Semi-martingales et grossissement d'une filtration. Springer, Berlin, 1980. | Zbl | MR
[8] . Stochastic integration and differential equations. Springer-Verlag, Berlin, 1990. A new approach. | Zbl | MR





