scientific article; zbMATH DE number 3956136

zbMATH Open0594.60058MaRDI QIDQ3725271FDOQ3725271

Authors: Wojbor A. Woyczyński, Stanislaw Kwapień 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

predictable processdecoupling principlesymmetric independent increments

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic integrals (60H05)

Cited In (9)

• Resampling \(U\)-statistics using \(p\)-stable laws
• On Martingale Measures for Stochastic Processes with Independent Increments
• Title not available (Why is that?)
• PROCESSES HAVING ORTHOGONAL INCREMENTS AND STOCHASTIC INTEGRATORS
• Title not available (Why is that?)
• One modification of the martingale transform and its applications to paraproducts and stochastic integrals
• Decoupling of Banach-valued multilinear forms in independent symmetric Banach-valued random variables
• Local characteristics and tangency of vector-valued martingales
• Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes

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