Browse by: Author name - Classification - Keywords - Nature

XIII: 16, 204-215, LNM 721 (1979)
DOLÉANS-DADE, Catherine; MEYER, Paul-André
Un petit théorème de projection pour processus à deux indices (Several parameter processes)
This paper proves a previsible projection theorem in the case of two-parameter processes, with a two-parameter filtration satisfying the standard commutation property of Cairoli-Walsh. The idea is to apply successively the projection operation of 1315 to the two coordinates
Keywords: Previsible processes (several parameters), Previsible projections, Random measures
Nature: Original
Retrieve article from Numdam