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Sur un théorème de H.J. Engelbert et J. Hess

 

作者: C. Stricker,  

 

期刊: Stochastics  （Taylor Available online 1981）
卷期: Volume 6, issue 1  

页码: 73-77

 

ISSN:0090-9491

 

年代: 1981

 

DOI:10.1080/17442508108833192

 

出版商: Gordon and Breach Science Publishers Inc

 

数据来源: Taylor

 

摘要:

In a recent paper [2] H. J. Engelbert and J. Hess have studied following problem: does the operation of stopping of a continuous local martingaleXpreserve the representation property? The aim of the present paper is to give easier proofs of the results contained in [2] and to extend these results to the right continuous case.

 

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