Fields, Optionality and Measurability

DOI10.2307/2373011zbMATH Open0192.24604OpenAlexW2314735318MaRDI QIDQ5586828FDOQ5586828

Authors: Kai Lai Chung, Joseph Leo Doob 

Publication date: 1965

Published in: American Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2373011

zbMATH Keywords

probability theory

Cited In (25)

• The Measurability of a Stochastic Process of Second Order and its Linear Space
• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
• Stochastic integral representation of some martingales
• On killed processes and stopped filtrations
• Probability and a Dirichlet problem for multiply superharmonic functions
• Markov properties of a Markov process
• Coterminal Families and the Strong Markov Property
• The non-Archimedean stochastic heat equation driven by Gaussian noise
• Construction of local solutions to sde's with singular drift
• Non-stopping times and stopping theorems
• Progressive Stochastic Processes and an Application to the Itô Integral
• Measurable choice of limit points and the existence of separable and measurable processes
• A remark on Markovian germ fields
• Existence of measurable modifications of stochastic processes
• On the Itô excursion process
• Coterminal families and the strong Markov property
• Measurable processes and the Feynman-Kac formula
• Cylindrical martingale problems associated with Lévy generators
• Temps d'arret stricts et martingales de sauts
• Stochastic Processes in the Decades after 1950
• Left continuous moderate Markov processes
• The coincidence of measure algebras under an exchangeable probability
• Sur les helices du flot special sous une fonction
• Amarts: A class of asymptotic martingales. II: Continuous parameter
• Gaussian measures on Orlicz spaces and abstract Wiener spaces

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