A martingale characterization of the set-indexed Brownian motion

DOI10.1007/BF02214256zbMath1002.60574OpenAlexW2090721842MaRDI QIDQ1356612

B. Gail Ivanoff, Ely Merzbach

Publication date: 9 January 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02214256

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)

Related Items (2)

The set-indexed Itô integral ⋮ Stochastic integration for set-indexed processes

Cites Work

• Some classes of two-parameter martingales
• Predictability and stopping on lattices of sets
• Doob-Meyer decomposition for set-indexed submartingales
• Stopping and set-indexed local martingales
• A martingale characterization of the set-indexed poisson process
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A martingale characterization of the set-indexed Brownian motion