Some classes of two-parameter martingales

DOI10.1214/AOP/1176994466MaRDI QIDQ1152905zbMATH OpenOpenAlexFDO

Authors Moshe Zakai

Publication date 1981

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994466

zbMATH Keywords

two-parameter martingalesmartingales of path independent variation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cited in

(12)

• A stochastic calculus for continuous N-parameter strong martingales
• Stochastic integration on partially ordered sets
• A property of two-parameter martingales with path-independent variation
• Set indexed strong martingales and path independent variation
• Two-parameter diffusion processes and martingales
• Multiparameter martingale differential forms
• Littlewood-Paley theory for triangle buildings
• A group action on increasing sequences of set-indexed Brownian motions
• Moment conditions in strong laws of large numbers for multiple sums and random measures
• Set-indexed Brownian motion on increasing paths
• Different kinds of two-parameter martingales
• A martingale characterization of the set-indexed Brownian motion

This page was built for publication: Some classes of two-parameter martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1152905)