scientific article; zbMATH DE number 3553499
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(17)- Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation
- Representation of Banach space valued quasimartingales by real quasimartingales
- Summability of martingales with two-dimensional parameters
- The Ito-Clifford integral
- Transformées de Burkholder et sommabilité de martingales à deux paramètres
- Characterization of \(O\)-summable processes
- STOCHASTIC INTEGRATION FOR ABSTRACT, TWO-PARAMETER STOCHASTIC PROCESSES. II. SQUARE INTEGRABLE MARTINGALES IN HILBERT SPACES
- Adapted Probability Distributions
- Stochastic integration without tears
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- Random Times and Time Projections
- The Jacod-Yor theorem for sigma martingales and the second fundamental
- Quasimartingales on partially ordered sets
- Vector valued stochastic processes. IV: Integral representation of linear operations on spaces of stochastic processes
- Additive summable processes and their stochastic integral
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