A stochastic calculus for continuous N-parameter strong martingales

DOI10.1016/0304-4149(85)90015-8zbMath0652.60056OpenAlexW2054031282MaRDI QIDQ1107211

Peter Imkeller

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90015-8

zbMATH Keywords

Itô formulamultiparameter Burkholder L p-inequalitiesN-parameter strong martingalestochastic calculus for multiparameter martingalesstochastic version of Green's formula

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (4)

Local times of continuous N-parameter strong martingales ⋮ r-variations for two-parameter continuous martingales and Itô's formula ⋮ Duality results and inequalities with respect to Hardy spaces containing function sequences ⋮ Inequalities and duality results with respect to two-parameter strong martingales

Cites Work

• Stochastic analysis and local times for (N,d)-Wiener process
• On the quadratic variation of two-parameter continuous martingales
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• Some classes of two-parameter martingales
• Stochastic integrals in the plane
• Ito's formula for continuous (N,d)-processes
• [https://portal.mardi4nfdi.de/wiki/Publication:3317833 Semi-martingales index�es par une partie de ?d et formule de lto. Cas continu]
• Sample function properties of multi-parameter stable processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
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