Complex valued multiparameter stochastic integrals

DOI10.1007/BF02218046MaRDI QIDQ1900165zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic integralscomplex analysismultiparameter martingales

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cites work

• Q4131359 scientific article; zbMATH DE number 3560422 (Why is no real title available?)
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• On conformal martingale diffusions and pluripolar sets
• On the Algebra of Bounded Holomorphic Martingales
• On the power series representation of smooth conformal martingales
• Riemann integration on complex brownian paths
• Semi-martingales sur des variétés, et martingales conformes sur des variétés analytiques complexes
• Stochastic boundary value problems: A white noise functional approach
• Stochastic differential equations. An introduction with applications.
• Stochastic integrals in the plane
• The burgers equation with a noisy force and the stochastic heat equation

Cited in

(6)

• Complex uncertain random variables
• Price's theorem for complex variates
• 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
• Synchronization of coupled stochastic complex-valued dynamical networks with time-varying delays via aperiodically intermittent adaptive control
• Stabilization of stochastic complex-valued coupled delayed systems with Markovian switching via periodically intermittent control

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