Browse by: Author name - Classification - Keywords - Nature

1 matches found
XV: 48, 673-688, LNM 850 (1981)
Un exemple de processus à deux indices sans l'hypothèse F4 (Several parameter processes)
A natural two-parameter filtration is associated with a random point in the positive quadrant $R^2_+$. Though it does not satisfy in general the Cairoli-Walsh commutation property called F4, it is possible to develop for this filtration a reasonable theory of optional and previsible processes, projection theorems, etc
Keywords: Two-parameter processes
Nature: Original
Retrieve article from Numdam