On a conjecture of F.B. Knight. Two characterization results related to the prediction processes
Séminaire de probabilités de Strasbourg, Volume 24  (1990), p. 480-485
@article{SPS_1990__24__480_0,
     author = {Goswami, Alok},
     title = {On a conjecture of F.B. Knight. Two characterization results related to the prediction processes},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {24},
     year = {1990},
     pages = {480-485},
     zbl = {0703.60081},
     mrnumber = {1071566},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1990__24__480_0}
}
Goswami, Alok. On a conjecture of F.B. Knight. Two characterization results related to the prediction processes. Séminaire de probabilités de Strasbourg, Volume 24 (1990) , pp. 480-485. http://www.numdam.org/item/SPS_1990__24__480_0/

[1] Boel (R.), Varaiya (P.) and Wong (E.). Martingales on jump processes. I : Representation results. SIAM J. Control, 13,1975, p. 999-1021. | MR 400379 | Zbl 0372.60061

[2] Knight (F.B.). Essays on the Prediction Process, Essay I, Institute of Math. Statistics Lecture Notes Series, Vol. I, S.S. Gupta, Hayward, California, 1981. | MR 719690