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)

Recommendations

• scientific article; zbMATH DE number 4024424
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• scientific article; zbMATH DE number 140591
• Two-parameter stochastic calculus and Malliavin's integration-by-parts formula on Wiener space
• r-variations for two-parameter continuous martingales and Itô's formula

zbMATH Keywords

Ito's formulapredictable projectionpurely discontinuous two-parametric martingale

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Stochastic integrals in the plane
• Équations du filtrage pour un processus de poisson mélangé á deux indices
• Title not available (Why is that?)

Cited In (6)

• Title not available (Why is that?)
• Ito formulas for Skorohod and Skorohod-Stratonovich integrals in the two-parameter case
• Title not available (Why is that?)
• Title not available (Why is that?)
• A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals
• A class of two-parameter stochastic integrators

This page was built for publication: Ito's formula for two-parameter stochastic integrals with respect to martingale measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q760964)