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3 matches found
VII: 22, 217-222, LNM 321 (1973)
MEYER, Paul-André
Sur les désintégrations régulières de L. Schwartz (General theory of processes)
This paper presents a small part of an important article of L.~Schwartz (J. Anal. Math., 26, 1973). The main result is an extension of the classical theorem on the existence of regular conditional probability distributions: on a good filtered probability space, the previsible and optional projections of a process can be computed by means of true kernels
Comment: The contents of this paper have been considerably developed by F.~Knight in his theory of prediction. See 1007
Keywords: Previsible projections, Optional projections, Prediction theory
Nature: Exposition, Original additions
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XIII: 15, 199-203, LNM 721 (1979)
MEYER, Paul-André
Une remarque sur le calcul stochastique dépendant d'un paramètre (General theory of processes)
Call a ``process'' a measurable function $X(u,t,\omega)$ where $t$ and $\omega$ are as usual and $u$ is a parameter ranging over some nice measurable space ${\cal U}$. Say that $X$ is evanescent if $X(.\,,\,.\,,\omega)\equiv0$ for a.a. $\omega$. The problem is to define previsible processes, and previsible projections defined up to evanescent sets. This is achieved following Jacod, Zeit. für W-Theorie, 31, 1975. The main feature is the corresponding use of random measures, previsible random measures, and previsible dual projections
Keywords: Processes depending on a parameter, Previsible processes, Previsible projections, Random measures
Nature: Exposition, Original additions
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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
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