Geodesic
Behavior of random measures under filtration change
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 754-763

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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
Mots-clés : its decomposition, its extension for enlargement of a filtration. 
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     author = {V. A. Lebedev},
     title = {Behavior of random measures under filtration change},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {754--763},
     publisher = {mathdoc},
     volume = {40},
     number = {4},
     year = {1995},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a3/}
}
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V. A. Lebedev. Behavior of random measures under filtration change. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 754-763. http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a3/