Two-parameter martingales and their quadratic variation

DOI10.1007/BFb0078096zbMath0656.60056OpenAlexW1607893001MaRDI QIDQ1210729

Peter Imkeller

Publication date: 5 June 1993

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0078096

zbMATH Keywords

decomposition theoremstwo-parameter martingalesgeneral theory of two-parameter processesmartingale with no quadratic variationtwo-parameter versions of the Ito formula

Mathematics Subject Classification ID

Random fields (60G60) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Stochastic integrals (60H05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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