XX: 02, 28-29, LNM 1204 (1986)
FAGNOLA, Franco;
LETTA, Giorgio
Sur la représentation intégrale des martingales du processus de Poisson (
Stochastic calculus,
Point processes)
Dellacherie gave in
805 a proof by stochastic calculus of the previsible representation property for the Wiener and Poisson processes. A gap in this proof is filled in
928 for Brownian motion and here for Poisson processes
Keywords: Stochastic integrals,
Previsible representation,
Poisson processesNature: Correction
Retrieve article from Numdam
XXIX: 01, 1-16, LNM 1613 (1995)
CHEBOTAREV, Alexander M.;
FAGNOLA, Franco
On quantum extensions of the Azéma martingale semi-group Retrieve article from Numdam
