Stochastic integrals of point processes and the decomposition of two- parameter martingales
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Publication:1824278
DOI10.1016/0047-259X(89)90090-0zbMath0682.60034MaRDI QIDQ1824278
Publication date: 1989
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
60G48: Generalizations of martingales
60G44: Martingales with continuous parameter
60H05: Stochastic integrals
60G57: Random measures
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Cites Work
- Calcul stochastique et problèmes de martingales
- Stopping for two-dimensional stochastic processes
- Two-parameter martingales and their quadratic variation
- Stochastic integrals in the plane
- [https://portal.mardi4nfdi.de/wiki/Publication:3852895 Sur la r�gularit� des trajectoires des Martingales � deux indices]
- [https://portal.mardi4nfdi.de/wiki/Publication:3868548 Th�or�mes de section et de projection pour les processus a deux indices]
- On regularity of multiparameter amarts and martingales
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