Canonical representation of weak semimartingales defined on the plane

DOI10.1007/BF01060316MaRDI QIDQ5895322zbMATH OpenOpenAlexFDO

Authors Yuliya S. Mishura

Publication date 1989

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01060316

zbMATH Keywords

canonical representationtwo- parameter processes with independent incrementstwo-parameter weak semimartingales

Mathematics Subject Classification ID

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

Review text

See the review in Zbl 0671.60043.

Recommendations

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• Weak approximation of martingale representations

Cites work

• Calcul stochastique et problèmes de martingales
• scientific article; zbMATH DE number 3751949 (Why is no real title available?)
• scientific article; zbMATH DE number 3543343 (Why is no real title available?)
• scientific article; zbMATH DE number 3214070 (Why is no real title available?)
• On the general theory of random fields on the plane
• R�gions d'arr�t, localisations et prolongements de martingales
• Stochastic integrals in the plane

Cited in

(1)

• scientific article; zbMATH DE number 862396 (Why is no real title available?)

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