MULTIVARIATE POINT PROCESSES - PREDICTABLE PROJECTION, RADON-NIKODYM DERIVATIVES, REPRESENTATION OF MARTINGALES

被引：373

作者：

JACOD, J ^{[1
]}

机构：

[1] UNIV RENNES,LAB PROBABILITES,AVE GENERAL LECLERC,F-3500 RENNES,FRANCE

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1975年 / 31卷 / 03期

关键词：

D O I：

10.1007/BF00536010

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：235 / 253

页数：19

共 22 条

[1] LEVY SYSTEMS OF MARKOV PROCESSES
BENVENISTE, A
JACOD, J
[J]. INVENTIONES MATHEMATICAE, 1973, 21 (03) : 183 - 198
[2] BOEL R, 1973, MARTINGALES JUMP PRO
[3] BREMAUD P, TO BE PUBLISHED
[4] BREMAUD P, 1974, IRIA INT COLLOQUIUM
[5] BREMAUD P, 1972, THESIS BERKELEY
[6] DELLACHERIE C, 1970, 4 SEM PROB
[7] DELLACHERIE C, 1972, CAPACITES PROCESSUS
[8] GRIGELIONIS B, 1973, NONLINEAR FILTERING
[9] Ito K., 1965, ANN I FOURIER GRENOB, V15, P13, DOI [10.5802/aif.192, DOI 10.5802/AIF.192]
[10] STRUCTURE OF RADON-NIKODYM DERIVATIVES WITH RESPECT TO WIENER AND RELATED MEASURES
KAILATH, T
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (03): : 1054 - &