Jumping filtrations and martingales with finite variation
Séminaire de probabilités de Strasbourg, Volume 28  (1994), p. 21-35
@article{SPS_1994__28__21_0,
     author = {Jacob, Jean and Skorohod, Anatoli Vladimirovich},
     title = {Jumping filtrations and martingales with finite variation},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {28},
     year = {1994},
     pages = {21-35},
     zbl = {0814.60039},
     mrnumber = {1329098},
     language = {fr},
     url = {http://www.numdam.org/item/SPS_1994__28__21_0}
}
Jacod, Jean; Skorohod, Anatoli Vladimirovich. Jumping filtrations and martingales with finite variation. Séminaire de probabilités de Strasbourg, Volume 28 (1994) , pp. 21-35. http://www.numdam.org/item/SPS_1994__28__21_0/

[1] J. Jacod: Calcul stochastique et problèmes de martingales. Lect. Notes In Math., 714. Springer Verlag: Berlin, 1979. | MR 542115 | Zbl 0414.60053