Riesz-Rao decomposition for martingales in the plane

DOI10.1007/BF00970855zbMath0447.60035OpenAlexW67672910MaRDI QIDQ1146449

R. Morkvėnas

Publication date: 1980

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00970855

zbMATH Keywords

martingale in the planeRiesz-Rao decomposition for martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Cites Work

• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane

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