A class of two-parameter stochastic integrators

DOI10.1080/17442508908833574zbMath0716.60057OpenAlexW2022047958MaRDI QIDQ3203786

Peter 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 variationItô's formulatwo-parameter martingalemixed variationstochastic integratormulti-parameter semimartingales

Mathematics Subject Classification ID

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

Related Items (3)

On inequalities for two-parameter martingales ⋮ The transformation theorem for two-parameter pure jump martingales ⋮ Estimation of quadratic variation for two-parameter diffusions

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