On regularity of multiparameter amarts and martingales

DOI10.1007/BF00531972zbMath0438.60042MaRDI QIDQ3880017

Annie Millet, Louis Sucheston

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

multiparameter amarts and martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

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Strong solutions of stochastic differential equations for multiparameter processes, On inequalities for two-parameter martingales, The continuity of the quadratic variation of two-parameter martingales, The past of a stopping point and stopping for two-parameter processes, Unnamed Item, Unnamed Item, On one-parameter proofs of almost sure convergence of multiparameter processes, Sample function properties of two-parameter Markov processes, Two parameter optimal stopping and bi-Markov processes, The transformation theorem for two-parameter pure jump martingales, [https://portal.mardi4nfdi.de/wiki/Publication:3868548 Th�or�mes de section et de projection pour les processus a deux indices], Stochastic integrals of point processes and the decomposition of two- parameter martingales, Regularity and decomposition of two-parameter supermartingales

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