A note on stochastic integrators

DOI10.1017/S0305004100068663zbMATH Open0707.60045OpenAlexW2126348187MaRDI QIDQ3488959FDOQ3488959

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

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zbMATH Keywords

semimartingalelocal martingalestochastic integrationquasimartingaleBurkholder martingale transform inequality

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

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

Cited In (9)

• PROCESSES HAVING ORTHOGONAL INCREMENTS AND STOCHASTIC INTEGRATORS
• Remarks on the stochastic integral
• Title not available (Why is that?)
• 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
• Worthy martingales and integrators
• Title not available (Why is that?)
• On stochastic integration and differentiation
• Title not available (Why is that?)

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