Two-parameter filtrations with respect to which all martingales are strong

DOI10.1007/BF00531615zbMath0476.60048OpenAlexW2071972443MaRDI QIDQ3933724

Wu Zhuang Xing, Gheorghe H. Zbăganu

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1007/bf00531615

zbMATH Keywords

filtrationmartingalestopping-times

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48)

Related Items (3)

Different kinds of two-parameter martingales ⋮ Strong solutions of stochastic differential equations for multiparameter processes ⋮ On right continuity of a family of two-parameter \(\sigma \)-fields

Cites Work

• Unnamed Item
• The optional sampling theorem for martingales indexed by directed sets
• Stochastic integrals in the plane
• Convergence and regularity of multiparameter strong martingales

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