The set-indexed Itô integral
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Publication:2565878
DOI10.1007/BF02789042zbMath1076.60046MaRDI QIDQ2565878
Dean A. Slonowsky, Diane Saada
Publication date: 28 September 2005
Published in: Journal d'Analyse Mathématique (Search for Journal in Brave)
Related Items (2)
A notion of stopping line for set-indexed processes ⋮ Local time for processes indexed by a partially ordered set
Cites Work
- Multi-linear measure theory and multiple stochastic integration
- Stochastic integrals in the plane
- Predictability and stopping on lattices of sets
- Doob-Meyer decomposition for set-indexed submartingales
- A martingale characterization of the set-indexed Brownian motion
- Stochastic integration for set-indexed processes
- Stopping and set-indexed local martingales
- Martingales and Stochastic Integrals
- On the general theory of random fields on the plane
- Stochastic integrals on general topological measurable spaces
- A martingale characterization of the set-indexed poisson process
- Strong martingales: Their decompositions and quadratic variation
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