Extension of a stochastic integral with respect to cylindrical martingales

DOI10.1016/S0167-7152(96)00171-XzbMath0894.60045OpenAlexW2004455522MaRDI QIDQ1380636

Leszek Gawarecki

Publication date: 8 March 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00171-x

zbMATH Keywords

stochastic integralcylindrical martingales

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• On a stopped Doob's inequality and general stochastic equations
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