@article{SPS_1983__17__349_0, author = {He, Sheng-Wu}, title = {The representation of {Poisson} functionals}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {349--352}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {17}, year = {1983}, mrnumber = {770424}, zbl = {0512.60034}, language = {en}, url = {http://www.numdam.org/item/SPS_1983__17__349_0/} }
He, Sheng-Wu. The representation of Poisson functionals. Séminaire de probabilités de Strasbourg, Tome 17 (1983), pp. 349-352. http://www.numdam.org/item/SPS_1983__17__349_0/
[1] Sur la représentation des martingales comme intégrales stochastiques dans les processus ponctuels. Sém. Prob. IX, 1975, p. 226-236. LN 465. | Numdam | MR | Zbl
) et ).[2] The representation of martingales of jump processes SIAM J. of Control and Optim. 14, 1976, p. 623-638. | MR | Zbl
).[3] Wiener functionals as Itô integrals. Ann. Prob. 5, 1977, p. 140-141. | MR | Zbl
).[4] Valeurs prises par les martingales locales continues en un temps d'arrêt. A paraître. ( Preprint : Publications IRMA, Strasbourg 1982 ). | MR
), ) et ).[5] Multivariate point processes : predictable projection, Radon Nikodym derivatives, representation of martingales. ZW 31, 1976, p. 235-253. | MR | Zbl
).