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

DOI10.1007/BF01066556zbMath0556.60023MaRDI QIDQ760964

Yuliya S. Mishura

Publication date: 1984

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

zbMATH Keywords

predictable projectionIto's formulapurely discontinuous two-parametric martingale

Mathematics Subject Classification ID

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

Cites Work

• Stochastic integrals in the plane
• Équations du filtrage pour un processus de poisson mélangé á deux indices
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