Set-indexed Brownian motion on increasing paths

DOI10.1007/s10959-008-0188-0zbMath1181.60060OpenAlexW1998252320MaRDI QIDQ1047159

Arthur Yosef, Ely Merzbach

Publication date: 4 January 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-008-0188-0

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Generalizations of martingales (60G48)

Related Items (4)

A group action on increasing sequences of set-indexed Brownian motions ⋮ Karhunen-Loève expansion of a set indexed fractional Brownian motion ⋮ Selected topics in the generalized mixed set-indexed fractional Brownian motion ⋮ Set indexed strong martingales and path independent variation

Cites Work

• A characterization of the set-indexed fractional Brownian motion by increasing paths
• Different kinds of two-parameter martingales
• Some classes of two-parameter martingales
• Stochastic integrals in the plane
• Multiparameter Processes
• Set-Indexed Itô Calculus Along Paths
• Unnamed Item

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