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

zbMATH Keywords

semimartingalelocal martingalestochastic integrationquasimartingaleBurkholder martingale transform inequality

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

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