Set-Indexed Itô Calculus Along Paths
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Publication:4826130
DOI10.1081/SAP-120037630zbMath1069.60038MaRDI QIDQ4826130
Publication date: 11 November 2004
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Gaussian processes (60G15) Brownian motion (60J65) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Stochastic integrals (60H05) Local time and additive functionals (60J55)
Related Items (2)
Set indexed strong martingales and path independent variation ⋮ Set-indexed Brownian motion on increasing paths
Cites Work
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- Stochastic integrals in the plane
- Random censoring in set-indexed survival analysis
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- Reduction of dimension for spatial point processes and right continuous martingales
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- Stochastic birth-and-growth processes modelling crystallization of polymers with spatially heterogeneous parameters
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