On filtrations related to purely discontinuous martingales
Séminaire de probabilités de Strasbourg, Tome 36 (2002), pp. 360-365. 
@article{SPS_2002__36__360_0,
     author = {Hannig, Jan},
     title = {On filtrations related to purely discontinuous martingales},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {360--365},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {36},
     year = {2002},
     mrnumber = {1971597},
     zbl = {1040.60035},
     language = {en},
     url = {http://www.numdam.org/item/SPS_2002__36__360_0/}
}
TY  - JOUR
AU  - Hannig, Jan
TI  - On filtrations related to purely discontinuous martingales
JO  - Séminaire de probabilités de Strasbourg
PY  - 2002
SP  - 360
EP  - 365
VL  - 36
PB  - Springer - Lecture Notes in Mathematics
UR  - http://www.numdam.org/item/SPS_2002__36__360_0/
LA  - en
ID  - SPS_2002__36__360_0
ER  - 
%0 Journal Article
%A Hannig, Jan
%T On filtrations related to purely discontinuous martingales
%J Séminaire de probabilités de Strasbourg
%D 2002
%P 360-365
%V 36
%I Springer - Lecture Notes in Mathematics
%U http://www.numdam.org/item/SPS_2002__36__360_0/
%G en
%F SPS_2002__36__360_0
Hannig, Jan. On filtrations related to purely discontinuous martingales. Séminaire de probabilités de Strasbourg, Tome 36 (2002), pp. 360-365. http://www.numdam.org/item/SPS_2002__36__360_0/

[1] Claude Dellacherie and Paul-André Meyer.Probabilities and potential. North-Holland Publishing Co., Amsterdam, 1978. | MR | Zbl

[2] Claude Dellacherie and Paul-André Meyer.Probabilities and potential. B. North-Holland Publishing Co., Amsterdam, 1982. Theory of martingales, Translated from the French by J. P. Wilson. | MR | Zbl

[3] Jan Hannig. On purely discontinuous martingales. Ph.d. dissertation, Michigan State University, 2000.

[4] Sheng Wu He, Jia Gang Wang, and Jia An Yan. Semimartingale theory and stochastic calculus. Kexue Chubanshe (Science Press), Beijing, 1992. | MR | Zbl

[5] J. Jacod and A.V. Skorohod. Jumping filtrations and martingales with finite variation. In Séminaire de Probabilités, XXVIII, pages 21-35. Springer, Berlin, 1994. | Numdam | MR | Zbl

[6] Jean Jacod. Calcul stochastique et problèmes de martingales. Springer, Berlin, 1979. | MR | Zbl

[7] Thierry Jeulin. Semi-martingales et grossissement d'une filtration. Springer, Berlin, 1980. | MR | Zbl

[8] Philip Protter. Stochastic integration and differential equations. Springer-Verlag, Berlin, 1990. A new approach. | MR | Zbl