Martingales and stochastic integrals for processes with a multi-dimensional parameter

DOI10.1007/BF00532559zbMath0282.60030OpenAlexW2049917138MaRDI QIDQ4768396

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1007/bf00532559

Mathematics Subject Classification ID

Gaussian processes (60G15) Estimation and detection in stochastic control theory (93E10) Stochastic integrals (60H05)

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