Filtrations for the two parameter jump process
type: Item
instance of: scholarly article
title: Filtrations for the two parameter jump process
zbMATH Open document ID: 0649.60057
DOI: 10.1016/0047-259X(85)90054-5
author: Robert J. Elliott
author: Ata N. Al-Hussaini
published in: Journal of Multivariate Analysis
publication date: 1985-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60G55
zbMATH DE Number: 4060448
zbMATH Keywords: jump process
zbMATH Keywords: stopping lines
zbMATH Keywords: Optional and predictable projections
zbMATH Keywords: integral representation for martingales
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4060448