A class of two-parameter stochastic integrators

DOI10.1080/17442508908833574zbMATH Open0716.60057OpenAlexW2022047958MaRDI QIDQ3203786FDOQ3203786

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

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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)

Cited In (8)

• Intégrale stochastique des processus à deux indices
• Estimation of quadratic variation for two-parameter diffusions
• Multiparameter martingale differential forms
• On inequalities for two-parameter martingales
• Title not available (Why is that?)
• The transformation theorem for two-parameter pure jump martingales
• A Stochastic Integration Formula for Two-Parameter Wiener $ \times $Two-Parameter Wiener Space
• Worthy martingales and integrators

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