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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 4, Pages 754–763 (Mi tvp3660)  
This article is cited in 5 scientific papers (total in 5 papers)

Behavior of random measures under filtration change

V. A. Lebedev

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (653 kB) Citations (5)
Abstract: In this paper, we study the problem of the behavior of $L^p $-valued random measures in the sense of Bichteler and Jacod [Lecture Notes in Control Inform. Sci., 49 (1983), pp. 1–18] and stochastic integrals with respect to them under filtration change and thus give a complete proof of the main result announced by the author in [First World Congress of the Bernoulli Society of Mathematical Statistics and Probability Theory (Abstracts), Vol. II, Nauka, Moscow, 1986, p. 734].
Keywords: $\sigma$-finite $L^p$-valued random measure, its decomposition, its extension for enlargement of a filtration.
Received: 11.01.1993
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 4, Pages 645–652
DOI: https://doi.org/10.1137/1140074
Bibliographic databases:
Language: Russian
Citation: V. A. Lebedev, “Behavior of random measures under filtration change”, Teor. Veroyatnost. i Primenen., 40:4 (1995), 754–763; Theory Probab. Appl., 40:4 (1995), 645–652
Citation in format AMSBIB
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\by V.~A.~Lebedev
\paper Behavior of random measures under filtration change
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 4
\pages 754--763
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\zmath{https://zbmath.org/?q=an:0858.60051}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 4
\pages 645--652
\crossref{https://doi.org/10.1137/1140074}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996WD22100004}
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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