Multimartingales, spectral measures and stochastic integration

DOI10.1007/BF00970975zbMath0796.60057OpenAlexW2121367812MaRDI QIDQ1324843

Z. Kryžius

Publication date: 19 July 1994

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

Full work available at URL: https://doi.org/10.1007/bf00970975

zbMATH Keywords

spectral measuresstochastic integrationrandom measuresmartingale-like propertiesmultimartingale measures

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items (1)

Remarks on Hilbert-space-valued multimartingale measures

Cites Work

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• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• Compact systems of sets
• Stochastic integrals on general topological measurable spaces
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• On Square Integrable Martingales

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