Ito's formula for continuous (N,d)-processes

DOI10.1007/BF00531838zbMath0557.60040MaRDI QIDQ3221124

Peter Imkeller

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Itô's formulamaximal inequalitiesN-parameter Brownian sheetvariation of the 2- stochastic measure

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Generalizations of martingales (60G48) Stochastic integrals (60H05) Random measures (60G57)

Related Items

Local times of continuous N-parameter strong martingales ⋮ Strong solutions of stochastic differential equations for multiparameter processes ⋮ A stochastic calculus for continuous N-parameter strong martingales ⋮ Wiener distributions and white noise analysis ⋮ Stochastic integrals for nonprevisible, multiparameter processes ⋮ Local times for a class of multi-parameter processes

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