Different kinds of two-parameter martingales

DOI10.1007/BF02786515zbMath0601.60045OpenAlexW2066514441MaRDI QIDQ1081203

David Nualart, Ely Merzbach

Publication date: 1985

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02786515

zbMATH Keywords

two-parameter martingalesstrong martingalesdirection-invariant martingalesmartingales with orthogonal incrementspath-invariant martingalesweak martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

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Cites Work

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