A stochastic Taylor formula for functionals of two-parameter semimartingales

MaRDI QIDQ908583zbMATH OpenFDO

Authors Vu Viet Yen

Publication date 1988

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

mixed stochastic integralmultiple stochastic integralsstochastic Taylor formulatwo-parameter semimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Generalizations of martingales (60G48) Stochastic integrals (60H05)

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Cited in

(4)

• Large deviations for stochastic Volterra equations in the plane
• scientific article; zbMATH DE number 579135 (Why is no real title available?)
• Strong convergence of stochastic taylor expansions of two-parameter random fields
• Almost sure convergence of stochastic taylor expansions for functions of real-valued two-parameter continuous brownian semimartingales

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