Complex valued multiparameter stochastic integrals

DOI10.1007/BF02218046zbMATH Open0837.60049OpenAlexW2062790431MaRDI QIDQ1900165FDOQ1900165

Authors: Jan Ubøe 

Publication date: 20 May 1996

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02218046

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zbMATH Keywords

stochastic integralscomplex analysismultiparameter martingales

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• The burgers equation with a noisy force and the stochastic heat equation
• Stochastic integrals in the plane
• Stochastic differential equations. An introduction with applications.
• Conformal martingales
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Conformal martingales and analytic functions.
• Semi-martingales sur des variétés, et martingales conformes sur des variétés analytiques complexes
• A stochastic proof of an extension of a theorem of Rado
• On conformal martingale diffusions and pluripolar sets
• A fine topology criterion for vanishing mean Oscillation
• On the Algebra of Bounded Holomorphic Martingales
• Stochastic boundary value problems: A white noise functional approach
• Title not available (Why is that?)
• On the power series representation of smooth conformal martingales
• Riemann integration on complex brownian paths

Cited In (6)

• Dissipativity of the stochastic Markovian switching CVNNs with randomly occurring uncertainties and general uncertain transition rates
• \(H_\infty\) estimation for stochastic semi-Markovian switching CVNNs with missing measurements and mode-dependent delays
• Stabilization of stochastic complex-valued coupled delayed systems with Markovian switching via periodically intermittent control
• Price's theorem for complex variates
• Complex uncertain random variables
• Synchronization of coupled stochastic complex-valued dynamical networks with time-varying delays via aperiodically intermittent adaptive control

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