Set-Indexed Itô Calculus Along Paths
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Publication:4826130
DOI10.1081/SAP-120037630zbMath1069.60038MaRDI QIDQ4826130
Publication date: 11 November 2004
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
60G15: Gaussian processes
60J65: Brownian motion
60G44: Martingales with continuous parameter
60G07: General theory of stochastic processes
60H05: Stochastic integrals
60J55: Local time and additive functionals
Related Items
Set indexed strong martingales and path independent variation, Set-indexed Brownian motion on increasing paths
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