A note on stochastic integrators

DOI10.1017/S0305004100068663MaRDI QIDQ3488959zbMATH OpenOpenAlexFDO

Authors D. A. Edwards

Publication date 1990

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0305004100068663

zbMATH Keywords

Burkholder martingale transform inequalitylocal martingalequasimartingalesemimartingalestochastic integration

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cites work

• Martingale Transforms
• Martingales and stochastic integrals. I
• Quasi-Martingales.
• Quasimartingales, martingales locales, semimartingales et filtration naturelle
• Stochastic integration and \(L^ p-\)theory of semimartingales
• Un survol de la théorie de l'intégrale stochastique

Cited in

(9)

• Worthy martingales and integrators
• Remarks on the stochastic integral
• On stochastic integration and differentiation
• One modification of the martingale transform and its applications to paraproducts and stochastic integrals
• Riemann-integration and a new proof of the Bichteler-Dellacherie theorem
• PROCESSES HAVING ORTHOGONAL INCREMENTS AND STOCHASTIC INTEGRATORS
• scientific article; zbMATH DE number 3844754 (Why is no real title available?)
• scientific article; zbMATH DE number 679803 (Why is no real title available?)
• scientific article; zbMATH DE number 4184537 (Why is no real title available?)

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