Publication:4747316
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zbMath0509.60043MaRDI QIDQ4747316
Publication date: 1982
Ito formula; Doob and Burkholder inequalities for bimartingales; semibimartingale; weak and strong martingale characteristic
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Multimartingales, spectral measures and stochastic integration, Remarks on Hilbert-space-valued multimartingale measures, Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field, Control problem for diffusion-type random fields