The set-indexed Itô integral

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)

zbMATH Keywords

set-indexed martingalesstopping setItô-type stochastic integral

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Stochastic integrals (60H05)

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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