On integral representations of two-parameter martingales

DOI10.1515/ROSE.1993.1.1.81zbMATH Open0842.60048OpenAlexW2083601442MaRDI QIDQ4861891FDOQ4861891

Authors: A. Roitgarts 

Publication date: 23 January 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1993.1.1.81

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zbMATH Keywords

two-parameter martingalestrong martingale

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44)

Cited In (13)

• Title not available (Why is that?)
• 2-microlocal analysis of martingales and stochastic integrals
• A martingale representation theorem for two independent semimartingales
• Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
• Title not available (Why is that?)
• Title not available (Why is that?)
• Different kinds of two-parameter martingales
• Title not available (Why is that?)
• Stochastic integrals of point processes and the decomposition of two- parameter martingales
• Integral representations of martingales for progressive enlargements of filtrations
• Title not available (Why is that?)
• On representation and regularity of continuous parameter multivalued martingales
• Title not available (Why is that?)

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