Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales

Probability and Potentials

1967 • 1,013 citations

Capacités et processus stochastiques

1972 • 492 citations

On discontinuous additive functionals and Lévy measures of a Markov process

1964 • 220 citations

Filtering and detection for doubly stochastic Poisson processes

1972 • 182 citations

Integrability of expected increments of point processes and a related random change of scale

1972 • 160 citations

Regular point processes and their detection

1972 • 131 citations

Transformation of Markov processes by multiplicative functionals

1965 • 118 citations

Transformation of Local Martingales Under a Change of Law

1974 • 100 citations

Syst�mes de l�vy des processus de markov

1973 • 97 citations

PROBABILITY AND POTENTIAL

1995 • 94 citations

The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures

1971 • 60 citations

Radon-Nikodym Derivatives with Respect to Measures Induced by Discontinuous Independent-Increment Processes

1975 • 40 citations

On nonlinear filtering theory and absolute continuity of measures, corresponding to stochastic processes

1973 • 23 citations