@article{SPS_1983__17__346_0, author = {He, Sheng-Wu}, title = {Some remarks on single jump processes}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {346--348}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {17}, year = {1983}, mrnumber = {770423}, zbl = {0512.60019}, language = {en}, url = {http://www.numdam.org/item/SPS_1983__17__346_0/} }
He, Sheng-Wu. Some remarks on single jump processes. Séminaire de probabilités de Strasbourg, Tome 17 (1983), pp. 346-348. http://www.numdam.org/item/SPS_1983__17__346_0/
[1] Martingales on jump processes I. SIAM J. Control, 13, 1975, p. 9 9-1021. | MR | Zbl
), ), ).[2] Un exemple de la théorie générale des processus. Sém. Prob. IV, Lecture Notes in M. 124, 1970. | Numdam | MR | Zbl
).[3] Probabilités et potentiels A. Hermann, Paris, 1975. | MR | Zbl
) and ).[4] Necessary and sufficient conditions for quasi-left-continuity of natural σ-fields of jump processes. Journal of East China Normal University, n°1, 1981, p. 24-30. | Zbl
).[5] The total continuity of natural filtrations and the strong property of predictable representation for jump processes and processes with independent increments. Sém. Prob. XVI, LN 920, 1982, p. 348-354. | Numdam | MR | Zbl
) et ).[6] Processus ponctuels marqués stochastiques. Représentatior des martingales et filtration naturelle quasi-continue à gauche. Sém. Prob. XV, LN. 850, 1981, p. 618-626. | Numdam | MR | Zbl
).[7] Multivariate point processes : predictable projection, Radon Nikodym derivatives, representation of martingales. ZW 31, 1975, p. 235-253. | MR | Zbl
).[8] Processus Ponctuels. Lecture Notes in M. 598, 1978. Ecole d'Eté de St Flour VI, 1976. | MR | Zbl
).