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On the predictable jumps of martingales

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Book cover Stochastic Differential Systems Filtering and Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 25))

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References

  1. C. Doléans, P. A. Meyer, Integrales stochastiques par rapport aux martingales locales, Semin. Probab. IV, Univ. de Strasbourg, Lectures Notes in Math., 129, Springer-Verlag (1970), Berlin.

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Authors and Affiliations

  1. Laboratory of Mathematical Statistic Department of Mathematic and Mechanic, Moscow State University, 117234, Moscow, USSR

    L. I. Galtchouk

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  1. L. I. Galtchouk
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Bronius Grigelionis

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© 1980 Springer-Verlag

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Galtchouk, L.I. (1980). On the predictable jumps of martingales. In: Grigelionis, B. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 25. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0003997

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  • DOI: https://doi.org/10.1007/BFb0003997

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10498-8

  • Online ISBN: 978-3-540-38503-5

  • eBook Packages: Springer Book Archive

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