On integral representations of two-parameter martingales

DOI10.1515/ROSE.1993.1.1.81MaRDI QIDQ4861891zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

two-parameter martingalestrong martingale

Mathematics Subject Classification ID

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

Cited in

(13)

• scientific article; zbMATH DE number 4126420 (Why is no real title available?)
• scientific article; zbMATH DE number 4026468 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3940332 (Why is no real title available?)
• scientific article; zbMATH DE number 4084670 (Why is no real title available?)
• Different kinds of two-parameter martingales
• scientific article; zbMATH DE number 3944963 (Why is no real title available?)
• Stochastic integrals of point processes and the decomposition of two- parameter martingales
• Integral representations of martingales for progressive enlargements of filtrations
• scientific article; zbMATH DE number 3996773 (Why is no real title available?)
• On representation and regularity of continuous parameter multivalued martingales

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