Stochastic integration for set-indexed processes

DOI10.1007/BF02803521MaRDI QIDQ1580503zbMATH OpenFDO

Authors Ely Merzbach, Diane Saada

Publication date 18 November 2001

Published in Israel Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic integralset-indexed process

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• A martingale characterization of the set-indexed Brownian motion
• An Extension Theorem Concerning Frechet Measures
• Doob-Meyer decomposition for set-indexed submartingales
• Multi-linear measure theory and multiple stochastic integration
• On the extension of bimeasures
• Predictability and stopping on lattices of sets
• R�gions d'arr�t, localisations et prolongements de martingales
• Stochastic integration and \(L^ p-\)theory of semimartingales
• To the boundary and back—a numerical study

Cited in

(8)

• Stochastic integration on partially ordered sets
• Set-Indexed Itô Calculus Along Paths
• The set-indexed Itô integral
• scientific article; zbMATH DE number 54542 (Why is no real title available?)
• scientific article; zbMATH DE number 4216817 (Why is no real title available?)
• Set-valued stochastic integrals and equations with respect to two-parameter martingales
• Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane
• Stochastic integration on the real line

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