Stopping times and an extension of stochastic integrals in the plane

DOI10.1016/0047-259X(81)90079-8zbMath0472.60050OpenAlexW1991099364MaRDI QIDQ1157840

S. H. Smith

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0047-259x(81)90079-8

zbMATH Keywords

Brownian-sheetstochastic integrals in the planetwo parameter stopping times

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

Strong convergence of stochastic taylor expansions of two-parameter random fields

Cites Work

• Unnamed Item
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• An extension of stochastic integrals in the plane
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• On Square Integrable Martingales

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