Set indexed strong martingales and path independent variation

DOI10.1016/J.SPL.2008.12.014zbMATH Open1169.60007OpenAlexW2093142294MaRDI QIDQ1012109FDOQ1012109

Authors: Arthur Yosef 

Publication date: 14 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.12.014

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Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Generalizations of martingales (60G48)

Cites Work

• Stochastic integrals in the plane
• Title not available (Why is that?)
• Set-indexed Brownian motion on increasing paths
• Different kinds of two-parameter martingales
• Some classes of two-parameter martingales
• A characterization of the set-indexed fractional Brownian motion by increasing paths
• Title not available (Why is that?)
• Title not available (Why is that?)
• A compensator characterization of point processes on topological lattices
• What is a multi-parameter renewal process?
• Set-Indexed Itô Calculus Along Paths

Cited In (8)

• Strong martingales: Their decompositions and quadratic variation
• Asymptotic behavior of continuous set-indexed martingales
• Supermartingale decomposition with a general index set
• A strong Markov property for set-indexed processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Karhunen-Loève expansion of a set indexed fractional Brownian motion
• Martingale-type processes indexed by the real line

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