XI: 29, 418-434, LNM 581 (1977)
LÉPINGLE, Dominique
Sur la représentation des sauts des martingales (Martingale theory)
The problem discussed in this paper consists in decomposing into two parts a local martingale, so that one part has its jumps contained in a given thin optional set $D$ and the other one is continuous on $D$. The main theorem of 1121 is proved independently as an important technical tool
Comment: See also 1335
Keywords: Local martingales, Jumps, Optional stochastic integrals
Nature: Original
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