Stochastic integration on partially ordered sets (Q1068449): Difference between revisions

A construction of a stochastic integral with respect to processes with a fairly general partially ordered index set is given. This integral is finitely additive and continuous with respect to bounded convergence of integrands. The Gaussian and martingale cases are specially considered.

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reviewed by

M.P.Jerschow

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Mathematics Subject Classification ID

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partially ordered index set

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Gaussian and martingale cases

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MaRDI profile type

MaRDI publication profile

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Stochastic integration and \(L^ p-\)theory of semimartingales

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Stochastic integrals in the plane

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Q4148368

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Q3875035

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Q4181044

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The structure of Fölmer's measure and some properties of potentials

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Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus

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Q3673784

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Quasimartingales on partially ordered sets

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Q3226265

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Q4043889

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Mesures stochastiques � valeurs dans des espaces L 0

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Q4191370

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Q5533878

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Martingales and stochastic integrals for processes with a multi-dimensional parameter

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Weak martingales and stochastic integrals in the plane

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An extension of stochastic integrals in the plane

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Some classes of two-parameter martingales

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Sitelinks

Mathematics(1 entry)

mardi Publication:1068449

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+Q4119650
@@ Property / cites work: Q4119650 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integration and \(L^ p-\)theory of semimartingales
+Normal rank
@@ Property / cites work @@
+Stochastic integrals in the plane
@@ Property / cites work: Stochastic integrals in the plane / rank @@
+Normal rank
@@ Property / cites work @@
+Q4148368
@@ Property / cites work: Q4148368 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3875035
@@ Property / cites work: Q3875035 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4181044
@@ Property / cites work: Q4181044 / rank @@
+Normal rank
@@ Property / cites work @@
+The structure of Fölmer's measure and some properties of potentials
+Normal rank
@@ Property / cites work @@
+Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
+Normal rank
@@ Property / cites work @@
+Q3673784
@@ Property / cites work: Q3673784 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasimartingales on partially ordered sets
@@ Property / cites work: Quasimartingales on partially ordered sets / rank @@
+Normal rank
@@ Property / cites work @@
+Q3226265
@@ Property / cites work: Q3226265 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4043889
@@ Property / cites work: Q4043889 / rank @@
+Normal rank
@@ Property / cites work @@
+Mesures stochastiques � valeurs dans des espaces L 0
+Normal rank
@@ Property / cites work @@
+Q4191370
@@ Property / cites work: Q4191370 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5533878
@@ Property / cites work: Q5533878 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals for processes with a multi-dimensional parameter
+Normal rank
@@ Property / cites work @@
+Weak martingales and stochastic integrals in the plane
+Normal rank
@@ Property / cites work @@
+An extension of stochastic integrals in the plane
@@ Property / cites work: An extension of stochastic integrals in the plane / rank @@
+Normal rank
@@ Property / cites work @@
+Some classes of two-parameter martingales
@@ Property / cites work: Some classes of two-parameter martingales / rank @@
+Normal rank