Ito's formula for two-parameter stochastic integrals with respect to martingale measures

DOI10.1007/BF01066556zbMATH Open0556.60023MaRDI QIDQ760964FDOQ760964

Authors Yuliya S. Mishura

Publication date 1984

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

zbMATH Keywords

Ito's formulapredictable projectionpurely discontinuous two-parametric martingale

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05)

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• scientific article; zbMATH DE number 3784021 (Why is no real title available?)
• Stochastic integrals in the plane
• Équations du filtrage pour un processus de poisson mélangé á deux indices

Cited in

(6)

• scientific article; zbMATH DE number 94966 (Why is no real title available?)
• A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals
• A class of two-parameter stochastic integrators
• Ito formulas for Skorohod and Skorohod-Stratonovich integrals in the two-parameter case
• scientific article; zbMATH DE number 4024424 (Why is no real title available?)
• scientific article; zbMATH DE number 3897943 (Why is no real title available?)

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