Filtrations for the two parameter jump process
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Publication:1105915
DOI10.1016/0047-259X(85)90054-5zbMath0649.60057MaRDI QIDQ1105915
Robert J. Elliott, Ata N. Al-Hussaini
Publication date: 1985
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
jump processintegral representation for martingalesOptional and predictable projectionsstopping lines
Generalizations of martingales (60G48) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (3)
Predictable projections for point process filtrations ⋮ Point processes indexed by directed sets ⋮ On point processes in the plane
Cites Work
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- Stopping for two-dimensional stochastic processes
- Martingales, potentials and exponentials associated with a two-parameter jump process
- Predictable and dual predictable projections of two-parameter stochastic processes
- Component Failure and Compensators
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