scientific article; zbMATH DE number 3923783

MaRDI QIDQ3697990zbMATH OpenFDO

Authors Yuliya S. Mishura

Publication date 1983

zbMATH Keywords

existence of the quadratic variationstrong regular submartingaletwo-parameter martingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Random fields (60G60)

Recommendations

• scientific article; zbMATH DE number 4209225
• A property of two-parameter martingales with path-independent variation
• On inequalities for two-parameter martingales
• scientific article; zbMATH DE number 3860136
• scientific article; zbMATH DE number 3971894
• The transformation theorem for two-parameter pure jump martingales
• scientific article; zbMATH DE number 30732
• scientific article; zbMATH DE number 16689
• scientific article; zbMATH DE number 679780

Cited in

(22)

• Regularity and decomposition of two-parameter supermartingales
• Different kinds of two-parameter martingales
• Filtrations for the two parameter jump process
• The continuity of the quadratic variation of two-parameter martingales
• Two-parameter martingales and their quadratic variation
• Levy functionals and jump process martingales
• Stochastic integrals of point processes and the decomposition of two- parameter martingales
• The transformation theorem for two-parameter pure jump martingales
• The structure of martingales generated by restrictions on stochastically continuous fields with independent increments to curves. I
• On parameter-measurability of the stochastic integral with respect to the two-parameter strong martingale
• scientific article; zbMATH DE number 3850195 (Why is no real title available?)
• scientific article; zbMATH DE number 4209225 (Why is no real title available?)
• scientific article; zbMATH DE number 3971894 (Why is no real title available?)
• scientific article; zbMATH DE number 4005268 (Why is no real title available?)
• scientific article; zbMATH DE number 4024426 (Why is no real title available?)
• scientific article; zbMATH DE number 4084670 (Why is no real title available?)
• scientific article; zbMATH DE number 30732 (Why is no real title available?)
• Martingale field transformations under a change of probability measure
• scientific article; zbMATH DE number 1154473 (Why is no real title available?)
• scientific article; zbMATH DE number 1559036 (Why is no real title available?)
• scientific article; zbMATH DE number 4115674 (Why is no real title available?)
• On integral representations of two-parameter martingales

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3697990)