Worthy martingales and integrators

DOI10.1016/0167-7152(93)90073-RzbMath0770.60049OpenAlexW2021566727MaRDI QIDQ1210130

Ely Merzbach, Moshe Zakai

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90073-r

zbMATH Keywords

stochastic integralmartingales with continuous parametermodelling the driving force in stochastic partial differential equationsworthy martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57)

Cites Work

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• Multi-linear measure theory and multiple stochastic integration
• Stochastic integrals in the plane
• Bimeasures and measures induced by planar stochastic integrators
• Multiple Wiener-Ito integrals possessing a continuous extension
• On the extension of bimeasures