IX: 06, 226-236, LNM 465 (1975)
CHOU, Ching Sung; MEYER, Paul-André
Sur la représentation des martingales comme intégrales stochastiques dans les processus ponctuels (General theory of processes)
Dellacherie has studied in 405 the filtration generated by a point process with one single jump. His study is extended here to the filtration generated by a discrete point process. It is shown in particular how to construct a martingale which has the previsible representation property
Comment: In spite or because of its simplicity, this paper has become a standard reference in the field. For a general account of the subject, see He-Wang-Yan, Semimartingale Theory and Stochastic Calculus, CRC~Press 1992
Keywords: Point processes, Previsible representation
Nature: Original
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