@article{SPS_1986__20__1_0, author = {Knight, Frank B.}, title = {Poisson representation of strict regular step filtrations}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {1--27}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {20}, year = {1986}, mrnumber = {942009}, zbl = {0611.60033}, language = {en}, url = {http://www.numdam.org/item/SPS_1986__20__1_0/} }
TY - JOUR AU - Knight, Frank B. TI - Poisson representation of strict regular step filtrations JO - Séminaire de probabilités de Strasbourg PY - 1986 SP - 1 EP - 27 VL - 20 PB - Springer - Lecture Notes in Mathematics UR - http://www.numdam.org/item/SPS_1986__20__1_0/ LA - en ID - SPS_1986__20__1_0 ER -
Knight, Frank B. Poisson representation of strict regular step filtrations. Séminaire de probabilités de Strasbourg, Tome 20 (1986), pp. 1-27. http://www.numdam.org/item/SPS_1986__20__1_0/
1. Probabilités et Potentiel. Publ. de L'institut de Math. de L'univ. Strasbourg No. XV (1975). | MR | Zbl
and ,2. Systèmes de Lévy des processus de Markov. Inventiones math., 21 (1973), 183-198. | MR | Zbl
and ,3. Stochastic Processes. Wiley, 1953. | MR | Zbl
,4. Essentials of Brownian motion and diffusion. Math. Surveys 18, Amer. Math. Soc. (1981). | MR | Zbl
,5. Essays on the prediction process. Lecture Notes Series 1, Inst. of Math. Statist. (1981). | MR
,6. On strict-sense forms of the Hida-Cramer representation. Seminar on Stochastic Processes, 1984. Cinlar, Chung, Getoor, editors. Birkhäusen (to appear). | MR | Zbl
,7. Representations of Markov processes as multiparameter time changes. The Annals of Prob. 8 (1980), 682-715. | MR | Zbl
,8. Temps d'arret stricts et martingales de saut. Z. Wahrscheinlichkeitstheorie verw. Geb. 44 (1978), 213-225. | MR | Zbl
,9. Extrémalité et remplissage de tribus pour certaines martingales purement discontinues. Sém. de Prob. XV, 1979/80. Lecture Notes in Math. #850, Springer-Verlag, 604-617. | Numdam | MR | Zbl
, , and ,10. Generation of σ-fields by step processes. Sém. de Prob. X. Lecture Notes in Math. #511, Springer-Verlag (1976), 118-124. | Numdam | MR | Zbl
,11. Demonstration simplifiée d'un theoreme de Knight. Sém. de Prob. V. Lecture Notes in Math. #191, Springer-Verlag (1971), 191-195. | Numdam | MR
,12. Regular birth times for Markov processes. The Annals of Prob. 9, #5 (1981), 769-780. | MR | Zbl
,13. On discontinuous additive functionals and Lévy measures of a Markov process. Jap. J. Math. 34 (1964), 53-79. | MR | Zbl
,