Stochastic integration on partially ordered sets

DOI10.1016/0047-259X(85)90085-5zbMath0582.60059MaRDI QIDQ1068449

Harry E. Hürzeler

Publication date: 1985

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

partially ordered index setGaussian and martingale cases

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items (1)

Strong solutions of stochastic differential equations for multiparameter processes

Cites Work

• Quasimartingales on partially ordered sets
• Stochastic integration and \(L^ p-\)theory of semimartingales
• Some classes of two-parameter martingales
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• An extension of stochastic integrals in the plane
• The structure of Fölmer's measure and some properties of potentials
• [https://portal.mardi4nfdi.de/wiki/Publication:4125521 Mesures stochastiques � valeurs dans des espaces L 0]
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
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