A class of two-parameter stochastic integrators

DOI10.1080/17442508908833574MaRDI QIDQ3203786zbMATHOpenAlexFDO

Authors P. Imkeller

Publication date 1989

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508908833574

zbMATH Keywords

quadratic variationtwo-parameter martingalemixed variationstochastic integratorItô's formulamulti-parameter semimartingales

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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(9)

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• A Stochastic Integration Formula for Two-Parameter Wiener $ \times $Two-Parameter Wiener Space
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• On inequalities for two-parameter martingales

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