On the transformation of martingales with a two dimensional parameter set by convex functions

DOI10.1007/BF00532793MaRDI QIDQ3223629zbMATH OpenOpenAlexFDO

Authors Nguyen Minh Duc, Xuan Loc Nguyen

Publication date 1984

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

Full work available at URL https://doi.org/10.1007/bf00532793

zbMATH Keywords

Ito formulatwo dimensional martingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Random fields (60G60) Stochastic integrals (60H05)

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Cites work

• scientific article; zbMATH DE number 3699939 (Why is no real title available?)
• scientific article; zbMATH DE number 3721832 (Why is no real title available?)
• scientific article; zbMATH DE number 3787773 (Why is no real title available?)
• Stochastic integrals in the plane

Cited in

(4)

• The transformation theorem for two-parameter pure jump martingales
• Fonctions convexes et semimartingales
• scientific article; zbMATH DE number 4209226 (Why is no real title available?)
• scientific article; zbMATH DE number 4034775 (Why is no real title available?)

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