Essays on the Prediction Process

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IMS, 1981 - Mathematics - 108 pages
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Page 56 - Sur la representation des martingales comme integrales stochastiques dans les processus ponctuels.
Page v - The shape of the hull has been kept as simple as possible, in order to make it easier for the amateur builder to underr take and complete.
Page 45 - Meyer, PA and Yor, M. Sur la theorie de la prediction, et le probleme de decomposition des tribus F?+ . Seminaire de Prob.
Page 56 - P. -A. and Yor, M. Sur la theorie de la prediction, et le probleme de decomposition des tribus F?+ . Seminaire de Prob. X, Univ. de Strasbourg, 104-117. Lecture Notes in Math. 511, Springer, Berlin, 1976. 13. Walsh, JB and Meyer, P. -A. "Quelques application des resolvantes de Ray," Inventiones Mathematicae, 14, 1971, 143-166.
Page 44 - Dynkin, EB Theory of Markov Processes. Prentice-Hall Inc., Englewood Cliffs, New Jersey, 1961. 7. Engelbert, HJ "Markov processes in general state spaces
Page 85 - Levy systems, and most of the work needed for the proof has already been done in [2, Chapter 4, Section 3] and therefore need not be repeated here.
Page 67 - A predictive view of continuous time processes," Ann. Probability, 3, 1975, 573-596. 6. Knight, FB "Prediction processes and an autonomous germMarkov property,

References from web pages

Goswami: On a conjecture of fb Knight. Two characterization ...
Essays on the Prediction Process, Essay I, Institute of Math. Statistics Lecture Notes Series, Vol. Pas de chiffrei, ss Gupta, Hayward, California, 1981. ...
www.numdam.org/ numdam-bin/ fitem?id=SPS_1990__24__480_0

Lenglart: Désintégration régulière de mesure sans conditions ...
Essays on the prediction process. Institute of math. statistics. Lecture notes serie Vol 1, Hayward, California 1981. 9 . E. LANERY. ...
www.numdam.org/ numdam-bin/ fitem?id=SPS_1983__17__321_0