Some classes of two-parameter martingales

DOI10.1214/aop/1176994466zbMath0462.60055OpenAlexW2077483307MaRDI QIDQ1152905

Moshe Zakai

Publication date: 1981

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994466

zbMATH Keywords

two-parameter martingalesmartingales of path independent variation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (12)

Different kinds of two-parameter martingales ⋮ Multiparameter martingale differential forms ⋮ A martingale characterization of the set-indexed Brownian motion ⋮ Littlewood-Paley theory for triangle buildings ⋮ A stochastic calculus for continuous N-parameter strong martingales ⋮ A group action on increasing sequences of set-indexed Brownian motions ⋮ Moment conditions in strong laws of large numbers for multiple sums and random measures ⋮ Set indexed strong martingales and path independent variation ⋮ A property of two-parameter martingales with path-independent variation ⋮ Two-parameter diffusion processes and martingales ⋮ Set-indexed Brownian motion on increasing paths ⋮ Stochastic integration on partially ordered sets

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