scientific article; zbMATH DE number 3718288

zbMATH Open0458.60055MaRDI QIDQ3908264FDOQ3908264

Authors: Robert J. Elliott, Ata N. Al-Hussaini 

Publication date: 1981

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

zbMATH Keywords

Girsanov theoremIto formulatwo parameter processes

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic processes (60G99)

Cited In (3)

• Filtrations for the two parameter jump process
• Poisson convergence for set-indexed empirical processes
• The transformation theorem for two-parameter pure jump martingales

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