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2 matches found
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 processes
Nature: Correction
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XXIX: 01, 1-16, LNM 1613 (1995)
CHEBOTAREV, Alexander M.; FAGNOLA, Franco
On quantum extensions of the Azéma martingale semi-group
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