Stochastic integration for set-indexed processes

DOI10.1007/BF02803521zbMath0973.60058MaRDI QIDQ1580503

Diane Saada, Ely Merzbach

Publication date: 18 November 2001

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic integralset-indexed process

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05)

Related Items (3)

Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales ⋮ The set-indexed Itô integral

Cites Work

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• Multi-linear measure theory and multiple stochastic integration
• Stochastic integration and \(L^ p-\)theory of semimartingales
• Predictability and stopping on lattices of sets
• Doob-Meyer decomposition for set-indexed submartingales
• A martingale characterization of the set-indexed Brownian motion
• On the extension of bimeasures
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
• An Extension Theorem Concerning Frechet Measures
• To the boundary and back—a numerical study

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