Electronic Resource
Springer
Probability theory and related fields
99 (1994), S. 361-388
ISSN:
1432-2064
Keywords:
60G55
;
50G57
;
60G60
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary We consider a point process Φ with the Polish phase space (X,X) and a system of σ-fields ℱ(x),x∈X, generated by Φ on certain sets (Γx)∈X. We define predictability for random processes indexed byX and for random measures onX and prove the existence and uniqueness of predictable and dual predictable projections under a regularity condition on Φ. ForX=ℝ 2 + and under monotonicity assumptions on the sets Γx we will identify the predictable projections of some simple processes as regular versions of certain martingales.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01199897
Permalink
|
Location |
Call Number |
Expected |
Availability |